+462.9%
META vs RIG
-46.1%
+509.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.5% |
| 7D | +5.2% | +5.7% | -0.6% | +4.6% |
| 30D | -13.0% | -0.7% | -12.3% | -13.1% |
| 3M | +7.9% | -3.1% | +11.1% | +7.8% |
| 6M | +4.2% | -16.3% | +20.6% | +5.1% |
| YTD | -2.5% | +34.1% | -36.7% | -6.6% |
| 1Y | +5.6% | +38.2% | -32.6% | +0.7% |
| 3Y | +96.8% | -15.3% | +112.1% | +90.8% |
| 5Y | +90.0% | +62.5% | +27.6% | +67.3% |
| All | +462.9% | -46.1% | +509.0% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling