+62.8%
META vs RBA
+45.3%
+17.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -2.9% | +9.6% | +7.5% |
| 30D | +4.8% | -12.3% | +17.1% | +8.2% |
| 3M | -1.6% | -20.5% | +18.9% | +3.7% |
| 6M | -7.5% | -18.5% | +11.1% | -3.3% |
| YTD | -6.4% | -18.2% | +11.8% | -2.7% |
| 1Y | -17.3% | -27.5% | +10.2% | -11.4% |
| 3Y | +109.9% | +38.1% | +71.9% | +87.7% |
| All | +62.8% | +45.3% | +17.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling