+109.8%
META vs RGTI
+53.5%
+56.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -2.5% | +9.2% | +6.9% |
| 30D | +4.8% | -9.4% | +14.2% | +5.2% |
| 3M | -1.6% | -37.1% | +35.5% | +0.5% |
| 6M | -7.5% | -14.4% | +6.9% | -7.9% |
| YTD | -6.4% | -31.4% | +25.0% | -6.1% |
| 1Y | -17.3% | +0.5% | -17.9% | -20.1% |
| 3Y | +109.9% | +726.1% | -616.2% | +57.9% |
| 5Y | +65.4% | +56.2% | +9.1% | +44.8% |
| All | +109.8% | +53.5% | +56.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling