+1,497.9%
META vs RIG
-86.0%
+1,583.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.5% | -3.4% |
| 7D | -3.1% | -23.8% | +20.7% | -1.1% |
| 30D | -18.1% | -5.6% | -12.6% | -17.9% |
| 3M | +2.9% | -0.8% | +3.6% | +2.5% |
| 6M | +0.2% | -18.4% | +18.6% | +1.2% |
| YTD | -8.1% | +23.5% | -31.6% | -11.0% |
| 1Y | -4.5% | +30.8% | -35.3% | -8.1% |
| 3Y | +94.2% | -25.4% | +119.6% | +90.8% |
| 5Y | +79.1% | +42.5% | +36.6% | +61.7% |
| 10Y | +405.9% | -47.3% | +453.2% | +319.8% |
| All | +1,497.9% | -86.0% | +1,583.9% | +1,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling