+93.4%
META vs RRC
+40.4%
+53.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.6% |
| 7D | -3.1% | -6.9% | +3.8% | -2.5% |
| 30D | -18.1% | +25.4% | -43.5% | -20.4% |
| 3M | +2.9% | +31.9% | -29.1% | -0.7% |
| 6M | +0.2% | +17.2% | -17.0% | -1.7% |
| YTD | -8.1% | +43.4% | -51.5% | -14.0% |
| 1Y | -4.5% | +36.7% | -41.3% | -9.9% |
| All | +93.4% | +40.4% | +53.1% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling