+95.1%
META vs RRX
+63.4%
+31.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.4% |
| 7D | -0.8% | +7.5% | -8.3% | -2.6% |
| 30D | -15.4% | +3.0% | -18.4% | -16.2% |
| 3M | +3.5% | -5.3% | +8.9% | +4.3% |
| 6M | -0.3% | -26.6% | +26.4% | +5.2% |
| YTD | -7.3% | +21.2% | -28.5% | -16.9% |
| 1Y | -1.1% | +25.9% | -27.0% | -12.6% |
| 3Y | +95.1% | +71.7% | +23.4% | +66.3% |
| All | +95.1% | +63.4% | +31.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling