+81.9%
META vs RL
+226.8%
-144.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -0.8% | -4.2% | +3.4% | +0.9% |
| 30D | -15.4% | +4.3% | -19.7% | -17.1% |
| 3M | +3.5% | -4.6% | +8.1% | +5.1% |
| 6M | -0.3% | +1.7% | -2.0% | -2.7% |
| YTD | -7.3% | +7.3% | -14.7% | -12.3% |
| 1Y | -1.1% | +20.8% | -21.9% | -11.6% |
| 3Y | +95.1% | +247.0% | -151.9% | +2.0% |
| All | +81.9% | +226.8% | -144.9% | -8.1% |
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