+436.0%
META vs RCL
+381.8%
+54.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | +3.3% | +8.5% | -5.2% | +1.4% |
| 30D | -10.8% | +20.4% | -31.2% | -14.6% |
| 3M | +7.9% | +11.0% | -3.1% | +5.0% |
| 6M | +5.4% | +24.9% | -19.5% | -0.6% |
| YTD | -2.6% | +23.9% | -26.4% | -8.6% |
| 1Y | +1.9% | +30.8% | -29.0% | -5.8% |
| 3Y | +97.0% | +270.4% | -173.4% | +43.1% |
| 5Y | +97.6% | +296.1% | -198.5% | +34.8% |
| 10Y | +436.0% | +375.0% | +61.0% | +243.6% |
| All | +436.0% | +381.8% | +54.2% | +243.6% |
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