+1,527.5%
META vs ROST
+775.8%
+751.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | +0.9% | +5.8% | +6.4% |
| 30D | +4.8% | -8.9% | +13.7% | +8.2% |
| 3M | -1.6% | -0.8% | -0.8% | -1.7% |
| 6M | -7.5% | +8.5% | -16.0% | -10.6% |
| YTD | -6.4% | +28.6% | -35.0% | -15.0% |
| 1Y | -17.3% | +52.3% | -69.7% | -29.6% |
| 3Y | +109.9% | +94.8% | +15.1% | +62.2% |
| 5Y | +65.4% | +110.8% | -45.4% | +21.1% |
| 10Y | +391.8% | +304.5% | +87.3% | +186.3% |
| All | +1,527.5% | +775.8% | +751.7% | +604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling