+79.1%
META vs RCL
+256.9%
-177.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.8% | -2.9% |
| 7D | -3.1% | +3.9% | -7.0% | -4.5% |
| 30D | -18.1% | +11.8% | -29.9% | -21.4% |
| 3M | +2.9% | -0.8% | +3.7% | +2.5% |
| 6M | +0.2% | +23.6% | -23.4% | -8.2% |
| YTD | -8.1% | +17.6% | -25.7% | -15.4% |
| 1Y | -4.5% | +28.3% | -32.8% | -15.2% |
| 3Y | +94.2% | +261.4% | -167.3% | +13.7% |
| 5Y | +79.1% | +245.3% | -166.3% | +0.4% |
| All | +79.1% | +256.9% | -177.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling