+425.7%
META vs RRX
+238.3%
+187.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.8% | +2.6% |
| 7D | +5.7% | +12.3% | -6.6% | +1.1% |
| 30D | -10.8% | +9.5% | -20.3% | -14.0% |
| 3M | +8.4% | +1.8% | +6.6% | +6.8% |
| 6M | +5.4% | -15.3% | +20.7% | +8.5% |
| YTD | -2.6% | +29.6% | -32.2% | -17.9% |
| 1Y | +3.5% | +34.1% | -30.6% | -14.3% |
| 3Y | +102.0% | +74.0% | +28.0% | +38.8% |
| 5Y | +93.1% | +14.7% | +78.4% | +58.4% |
| 10Y | +425.7% | +229.4% | +196.3% | +204.8% |
| All | +425.7% | +238.3% | +187.4% | +204.8% |
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