+462.9%
META vs RCL
+340.1%
+122.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | -13.0% | +17.8% | -30.8% | -16.3% |
| 3M | +7.9% | +4.9% | +3.0% | +6.4% |
| 6M | +4.2% | +23.7% | -19.5% | -1.4% |
| YTD | -2.5% | +17.8% | -20.4% | -7.5% |
| 1Y | +5.6% | +28.9% | -23.4% | -2.1% |
| 3Y | +96.8% | +241.9% | -145.1% | +45.4% |
| 5Y | +90.0% | +295.4% | -205.4% | +30.1% |
| All | +462.9% | +340.1% | +122.8% | +256.3% |
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