+404.3%
META vs RCL
+382.5%
+21.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.8% | +6.5% | -7.3% | -2.3% |
| 30D | -15.4% | +15.9% | -31.3% | -18.3% |
| 3M | +3.5% | +2.7% | +0.8% | +2.5% |
| 6M | -0.3% | +15.2% | -15.5% | -4.2% |
| YTD | -7.3% | +19.2% | -26.6% | -12.3% |
| 1Y | -1.1% | +31.6% | -32.7% | -8.7% |
| 3Y | +95.1% | +274.2% | -179.1% | +41.5% |
| 5Y | +80.6% | +250.1% | -169.5% | +25.8% |
| All | +404.3% | +382.5% | +21.8% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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