+404.3%
META vs RNG
+256.7%
+147.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.5% |
| 7D | -0.8% | -11.3% | +10.5% | +2.2% |
| 30D | -15.4% | -5.7% | -9.7% | -14.4% |
| 3M | +3.5% | +16.8% | -13.3% | -0.7% |
| 6M | -0.3% | +58.5% | -58.7% | -13.0% |
| YTD | -7.3% | +151.3% | -158.6% | -30.8% |
| 1Y | -1.1% | +169.0% | -170.1% | -27.6% |
| 3Y | +95.1% | +156.9% | -61.9% | +36.0% |
| 5Y | +80.6% | -69.0% | +149.6% | +100.9% |
| All | +404.3% | +256.7% | +147.6% | +225.3% |
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