+96.8%
META vs ROST
+94.3%
+2.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.0% |
| 30D | -13.0% | +0.5% | -13.5% | -13.3% |
| 3M | +7.9% | -5.2% | +13.2% | +9.7% |
| 6M | +4.2% | +9.8% | -5.6% | 0.0% |
| YTD | -2.5% | +29.4% | -31.9% | -12.4% |
| 1Y | +5.6% | +44.4% | -38.8% | -9.4% |
| 3Y | +96.8% | +95.0% | +1.8% | +53.3% |
| All | +96.8% | +94.3% | +2.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling