+62.8%
META vs RL
+238.1%
-175.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | +6.7% | -0.8% | +7.5% | +7.0% |
| 30D | +4.8% | -7.8% | +12.5% | +8.1% |
| 3M | -1.6% | -4.0% | +2.4% | -0.7% |
| 6M | -7.5% | -1.9% | -5.6% | -8.3% |
| YTD | -6.4% | -0.2% | -6.2% | -8.2% |
| 1Y | -17.3% | +10.7% | -28.0% | -22.8% |
| 3Y | +109.9% | +210.8% | -100.8% | +20.0% |
| All | +62.8% | +238.1% | -175.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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