+80.4%
META vs RIG
+40.5%
+39.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.5% | -3.3% |
| 7D | -3.1% | -23.8% | +20.7% | -0.4% |
| 30D | -18.1% | -5.6% | -12.6% | -17.8% |
| 3M | +2.9% | -0.8% | +3.6% | +2.3% |
| 6M | +0.2% | -18.4% | +18.6% | +1.5% |
| YTD | -8.1% | +23.5% | -31.6% | -12.7% |
| 1Y | -4.5% | +30.8% | -35.3% | -10.1% |
| 3Y | +94.2% | -25.4% | +119.6% | +87.5% |
| All | +80.4% | +40.5% | +39.9% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling