+130.3%
META vs RKT
-2.0%
+132.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -3.1% | +24.3% | -27.4% | -6.4% |
| 30D | -18.1% | +27.9% | -46.0% | -21.4% |
| 3M | +2.9% | +6.9% | -4.1% | +1.3% |
| 6M | +0.2% | +5.2% | -5.0% | -1.8% |
| YTD | -8.1% | -23.5% | +15.4% | -6.2% |
| 1Y | -4.5% | -9.1% | +4.5% | -5.2% |
| 3Y | +94.2% | +81.5% | +12.7% | +61.5% |
| 5Y | +79.1% | -2.0% | +81.1% | +52.8% |
| All | +130.3% | -2.0% | +132.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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