+418.8%
META vs RRX
+210.7%
+208.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +7.5% |
| 7D | +10.3% | -0.7% | +11.0% | +10.5% |
| 30D | +9.9% | -8.0% | +17.8% | +13.0% |
| 3M | +11.9% | -25.1% | +37.0% | +21.5% |
| 6M | +1.2% | -18.3% | +19.4% | +4.4% |
| YTD | -0.8% | +14.2% | -14.9% | -11.8% |
| 1Y | -14.3% | +13.0% | -27.4% | -24.1% |
| 3Y | +121.4% | +4.2% | +117.2% | +90.1% |
| 5Y | +74.5% | +17.9% | +56.6% | +43.2% |
| 10Y | +418.8% | +220.4% | +198.4% | +190.4% |
| All | +418.8% | +210.7% | +208.1% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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