-4.5%
META vs RBA
-3.0%
-1.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -3.1% | +7.3% | -10.5% | -4.3% |
| 30D | -18.1% | +16.9% | -35.0% | -20.4% |
| 3M | +2.9% | -0.5% | +3.3% | +3.0% |
| 6M | +0.2% | -10.4% | +10.6% | +1.7% |
| YTD | -8.1% | -7.2% | -0.9% | -9.1% |
| 1Y | -4.5% | -2.2% | -2.3% | -6.7% |
| All | -4.5% | -3.0% | -1.5% | -6.7% |
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 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