+107.3%
META vs RCL
+179.1%
-71.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -5.1% | +11.8% | +8.4% |
| 30D | +4.8% | -19.0% | +23.8% | +11.8% |
| 3M | -1.6% | -9.6% | +7.9% | +1.0% |
| 6M | -7.5% | -6.7% | -0.8% | -6.6% |
| YTD | -6.4% | -3.9% | -2.5% | -7.1% |
| 1Y | -17.3% | -25.1% | +7.7% | -11.3% |
| All | +107.3% | +179.1% | -71.8% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling