+1,563.7%
META vs RBA
+551.5%
+1,012.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.0% |
| 7D | +2.9% | +12.7% | -9.8% | 0.0% |
| 30D | -15.1% | +15.5% | -30.6% | -18.0% |
| 3M | +7.2% | -14.0% | +21.3% | +10.4% |
| 6M | +3.4% | -8.8% | +12.2% | +4.8% |
| YTD | -4.3% | -6.9% | +2.6% | -3.8% |
| 1Y | +0.8% | -3.0% | +3.8% | +0.2% |
| 3Y | +102.2% | +44.2% | +58.0% | +81.7% |
| 5Y | +89.4% | +50.6% | +38.8% | +65.2% |
| 10Y | +426.7% | +232.8% | +193.9% | +287.5% |
| All | +1,563.7% | +551.5% | +1,012.2% | +987.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling