-14.3%
META vs RGTI
-0.1%
-14.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.2% | +6.7% |
| 7D | +10.3% | +2.5% | +7.8% | +10.1% |
| 30D | +9.9% | -13.7% | +23.5% | +10.4% |
| 3M | +11.9% | -22.6% | +34.5% | +12.9% |
| 6M | +1.2% | -13.4% | +14.6% | +0.3% |
| YTD | -0.8% | -31.2% | +30.4% | -1.4% |
| 1Y | -14.3% | -7.6% | -6.7% | -17.7% |
| All | -14.3% | -0.1% | -14.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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