+379.6%
META vs RIG
-39.8%
+419.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.2% |
| 7D | +6.7% | +0.9% | +5.8% | +6.6% |
| 30D | +4.8% | +13.8% | -9.1% | +3.5% |
| 3M | -1.6% | -6.4% | +4.8% | -1.3% |
| 6M | -7.5% | -8.2% | +0.7% | -7.4% |
| YTD | -6.4% | +41.6% | -48.0% | -10.4% |
| 1Y | -17.3% | +88.7% | -106.1% | -23.4% |
| 3Y | +109.9% | -30.9% | +140.8% | +107.8% |
| 5Y | +65.4% | +57.7% | +7.7% | +46.2% |
| All | +379.6% | -39.8% | +419.4% | +298.2% |
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