+462.9%
META vs RBA
+207.2%
+255.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +5.2% | +1.7% | +3.4% | +4.7% |
| 30D | -13.0% | +8.3% | -21.3% | -15.0% |
| 3M | +7.9% | +10.5% | -2.6% | +4.7% |
| 6M | +4.2% | -5.9% | +10.1% | +5.0% |
| YTD | -2.5% | -6.9% | +4.3% | -2.0% |
| 1Y | +5.6% | -4.9% | +10.4% | +5.5% |
| 3Y | +96.8% | +64.5% | +32.3% | +65.9% |
| 5Y | +90.0% | +46.1% | +44.0% | +61.3% |
| All | +462.9% | +207.2% | +255.8% | +273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling