+1,511.3%
META vs RJF
+797.6%
+713.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | -0.8% | +3.6% | -4.3% | -2.2% |
| 30D | -15.4% | +3.5% | -18.9% | -16.7% |
| 3M | +3.5% | -8.9% | +12.4% | +7.0% |
| 6M | -0.3% | +2.9% | -3.1% | -2.0% |
| YTD | -7.3% | +2.8% | -10.1% | -9.4% |
| 1Y | -1.1% | +2.7% | -3.8% | -3.4% |
| 3Y | +95.1% | +69.3% | +25.8% | +54.9% |
| 5Y | +80.6% | +75.0% | +5.5% | +38.8% |
| 10Y | +410.1% | +378.5% | +31.6% | +154.4% |
| All | +1,511.3% | +797.6% | +713.7% | +611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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