+81.9%
META vs RRC
+110.6%
-28.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.3% |
| 7D | -0.8% | -10.8% | +10.0% | +1.1% |
| 30D | -15.4% | +22.3% | -37.7% | -18.8% |
| 3M | +3.5% | +26.6% | -23.1% | -1.4% |
| 6M | -0.3% | +18.9% | -19.2% | -4.1% |
| YTD | -7.3% | +39.2% | -46.5% | -14.4% |
| 1Y | -1.1% | +34.0% | -35.0% | -8.1% |
| 3Y | +95.1% | +42.0% | +53.0% | +75.6% |
| All | +81.9% | +110.6% | -28.7% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling