+95.1%
META vs RIG
-24.1%
+119.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | -0.8% | -24.5% | +23.7% | +1.0% |
| 30D | -15.4% | -2.8% | -12.6% | -15.4% |
| 3M | +3.5% | +1.6% | +2.0% | +2.9% |
| 6M | -0.3% | -15.9% | +15.6% | +0.5% |
| YTD | -7.3% | +26.9% | -34.2% | -11.7% |
| 1Y | -1.1% | +34.4% | -35.4% | -6.6% |
| 3Y | +95.1% | -21.2% | +116.3% | +76.4% |
| All | +95.1% | -24.1% | +119.1% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling