+108.3%
META vs RNG
+130.4%
-22.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.5% |
| 7D | +6.7% | +5.8% | +0.9% | +5.9% |
| 30D | +4.8% | +19.6% | -14.9% | +2.3% |
| 3M | -1.6% | +67.0% | -68.7% | -8.4% |
| 6M | -7.5% | +88.4% | -95.8% | -16.1% |
| YTD | -6.4% | +155.5% | -161.9% | -20.2% |
| 1Y | -17.3% | +141.7% | -159.0% | -29.0% |
| All | +108.3% | +130.4% | -22.0% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling