+1,511.3%
META vs RRX
+260.0%
+1,251.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -1.0% |
| 7D | -0.8% | +7.5% | -8.3% | -3.6% |
| 30D | -15.4% | +3.0% | -18.4% | -16.7% |
| 3M | +3.5% | -5.3% | +8.9% | +4.6% |
| 6M | -0.3% | -26.6% | +26.4% | +7.5% |
| YTD | -7.3% | +21.2% | -28.5% | -19.2% |
| 1Y | -1.1% | +25.9% | -27.0% | -15.4% |
| 3Y | +95.1% | +71.7% | +23.4% | +38.4% |
| 5Y | +80.6% | +7.8% | +72.8% | +54.1% |
| 10Y | +410.1% | +242.9% | +167.3% | +178.9% |
| All | +1,511.3% | +260.0% | +1,251.2% | +763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling