+436.0%
META vs RSG
+449.6%
-13.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | +2.0% | +1.3% | +2.4% |
| 30D | -10.8% | +14.2% | -24.9% | -15.8% |
| 3M | +7.9% | +15.8% | -7.9% | +1.0% |
| 6M | +5.4% | +24.6% | -19.2% | -4.8% |
| YTD | -2.6% | +18.2% | -20.8% | -10.6% |
| 1Y | +1.9% | +22.8% | -20.9% | -8.3% |
| 3Y | +97.0% | +62.4% | +34.6% | +50.9% |
| 5Y | +97.6% | +96.0% | +1.6% | +35.7% |
| 10Y | +436.0% | +448.5% | -12.5% | +136.8% |
| All | +436.0% | +449.6% | -13.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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