+1,527.5%
META vs RCL
+1,216.4%
+311.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -5.1% | +11.8% | +8.0% |
| 30D | +4.8% | -19.0% | +23.8% | +9.9% |
| 3M | -1.6% | -9.6% | +7.9% | +0.4% |
| 6M | -7.5% | -6.7% | -0.8% | -6.7% |
| YTD | -6.4% | -3.9% | -2.5% | -6.6% |
| 1Y | -17.3% | -25.1% | +7.7% | -13.3% |
| 3Y | +109.9% | +179.1% | -69.2% | +61.3% |
| 5Y | +65.4% | +243.3% | -178.0% | +16.6% |
| 10Y | +391.8% | +325.8% | +66.0% | +191.0% |
| All | +1,527.5% | +1,216.4% | +311.1% | +601.3% |
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