+1,497.9%
META vs RCL
+1,511.5%
-13.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.8% | -3.2% |
| 7D | -3.1% | +3.9% | -7.0% | -4.1% |
| 30D | -18.1% | +11.8% | -29.9% | -20.3% |
| 3M | +2.9% | -0.8% | +3.7% | +2.6% |
| 6M | +0.2% | +23.6% | -23.4% | -5.5% |
| YTD | -8.1% | +17.6% | -25.7% | -12.8% |
| 1Y | -4.5% | +28.3% | -32.8% | -11.5% |
| 3Y | +94.2% | +261.4% | -167.3% | +40.3% |
| 5Y | +79.1% | +245.3% | -166.3% | +24.3% |
| 10Y | +405.9% | +381.8% | +24.1% | +191.6% |
| All | +1,497.9% | +1,511.5% | -13.6% | +554.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling