+2.7%
META vs RCL
+24.4%
-21.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.2% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -18.2% | +14.4% | -32.6% | -21.2% |
| 3M | +7.8% | +5.2% | +2.7% | +6.0% |
| 6M | +3.6% | +26.1% | -22.5% | -3.8% |
| YTD | -5.3% | +17.4% | -22.6% | -10.4% |
| 1Y | +2.7% | +24.7% | -21.9% | -2.7% |
| All | +2.7% | +24.4% | -21.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling