+63.9%
META vs RGTI
+64.2%
-0.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | +6.0% | +5.5% | +0.6% | +5.7% |
| 30D | +3.6% | -11.9% | +15.5% | +4.2% |
| 3M | +4.9% | -27.4% | +32.3% | +6.3% |
| 6M | -4.7% | -7.1% | +2.4% | -5.6% |
| YTD | -6.9% | -28.6% | +21.7% | -6.8% |
| 1Y | -18.2% | +4.4% | -22.5% | -21.1% |
| 3Y | +107.8% | +698.5% | -590.7% | +56.7% |
| 5Y | +63.9% | +64.2% | -0.3% | +30.2% |
| All | +63.9% | +64.2% | -0.3% | +30.2% |
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