+444.1%
META vs RNG
+240.3%
+203.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.3% | -6.0% | +9.3% | +4.9% |
| 30D | -10.8% | -7.4% | -3.4% | -9.3% |
| 3M | +7.9% | +14.6% | -6.7% | +4.0% |
| 6M | +5.4% | +61.5% | -56.1% | -8.5% |
| YTD | -2.6% | +155.7% | -158.3% | -27.6% |
| 1Y | +1.9% | +172.5% | -170.6% | -25.7% |
| 3Y | +97.0% | +168.0% | -71.1% | +35.7% |
| 5Y | +97.6% | -73.8% | +171.4% | +130.0% |
| All | +444.1% | +240.3% | +203.8% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling