+102.0%
META vs RIG
-23.7%
+125.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.2% |
| 7D | +5.7% | -17.0% | +22.7% | +6.9% |
| 30D | -10.8% | -6.2% | -4.6% | -10.5% |
| 3M | +8.4% | -1.7% | +10.1% | +8.1% |
| 6M | +5.4% | -19.2% | +24.6% | +6.6% |
| YTD | -2.6% | +25.2% | -27.8% | -7.2% |
| 1Y | +3.5% | +29.9% | -26.4% | -1.9% |
| 3Y | +102.0% | -21.3% | +123.3% | +83.5% |
| All | +102.0% | -23.7% | +125.7% | +83.5% |
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