+1,563.7%
META vs RL
+265.8%
+1,297.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.0% | +0.2% |
| 7D | +2.9% | +5.8% | -2.9% | +1.3% |
| 30D | -15.1% | +12.7% | -27.8% | -17.9% |
| 3M | +7.2% | +9.3% | -2.1% | +4.3% |
| 6M | +3.4% | +16.9% | -13.5% | -2.0% |
| YTD | -4.3% | +17.5% | -21.8% | -9.6% |
| 1Y | +0.8% | +34.6% | -33.9% | -8.5% |
| 3Y | +102.2% | +273.2% | -171.1% | +38.1% |
| 5Y | +89.4% | +265.2% | -175.9% | +27.7% |
| 10Y | +426.7% | +406.7% | +20.1% | +211.2% |
| All | +1,563.7% | +265.8% | +1,297.9% | +952.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling