+0.8%
META vs RBA
-2.0%
+2.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.1% |
| 7D | +2.9% | +12.7% | -9.8% | +0.7% |
| 30D | -15.1% | +15.5% | -30.6% | -17.2% |
| 3M | +7.2% | -14.0% | +21.3% | +10.2% |
| 6M | +3.4% | -8.8% | +12.2% | +4.5% |
| YTD | -4.3% | -6.9% | +2.6% | -5.1% |
| 1Y | +0.8% | -3.0% | +3.8% | -0.9% |
| All | +0.8% | -2.0% | +2.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling