+93.7%
META vs RGTI
+4.9%
+88.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.6% | +6.6% | -1.5% |
| 7D | -0.2% | -0.9% | +0.7% | -0.3% |
| 30D | -15.4% | -16.2% | +0.8% | -14.7% |
| 3M | +5.0% | -38.6% | +43.6% | +7.7% |
| 6M | +5.2% | -45.8% | +51.0% | +7.6% |
| YTD | -4.5% | -49.8% | +45.3% | -2.7% |
| 1Y | +0.6% | -64.6% | +65.2% | +4.3% |
| 3Y | +93.1% | +1,045.4% | -952.3% | +41.5% |
| 5Y | +93.7% | +6.7% | +87.0% | +66.5% |
| All | +93.7% | +4.9% | +88.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling