+404.3%
META vs RRC
+59.4%
+344.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.2% |
| 7D | -0.8% | -10.8% | +10.0% | +0.4% |
| 30D | -15.4% | +22.3% | -37.7% | -17.6% |
| 3M | +3.5% | +26.6% | -23.1% | +0.4% |
| 6M | -0.3% | +18.9% | -19.2% | -2.8% |
| YTD | -7.3% | +39.2% | -46.5% | -11.6% |
| 1Y | -1.1% | +34.0% | -35.0% | -5.4% |
| 3Y | +95.1% | +42.0% | +53.0% | +83.6% |
| 5Y | +80.6% | +111.9% | -31.3% | +59.6% |
| All | +404.3% | +59.4% | +344.9% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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