+436.0%
META vs RIG
-49.1%
+485.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | -12.2% | +15.5% | +4.4% |
| 30D | -10.8% | -6.0% | -4.8% | -10.4% |
| 3M | +7.9% | -9.4% | +17.3% | +8.4% |
| 6M | +5.4% | -19.1% | +24.5% | +6.6% |
| YTD | -2.6% | +25.4% | -28.0% | -6.1% |
| 1Y | +1.9% | +23.3% | -21.5% | -1.8% |
| 3Y | +97.0% | -22.1% | +119.1% | +92.4% |
| 5Y | +97.6% | +50.1% | +47.5% | +75.3% |
| 10Y | +436.0% | -50.7% | +486.7% | +354.3% |
| All | +436.0% | -49.1% | +485.2% | +354.3% |
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