+96.8%
META vs RSG
+66.5%
+30.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +2.5% | +2.7% | +5.1% |
| 30D | -13.0% | +12.7% | -25.7% | -13.7% |
| 3M | +7.9% | +17.9% | -10.0% | +6.5% |
| 6M | +4.2% | +25.0% | -20.7% | +2.0% |
| YTD | -2.5% | +20.8% | -23.3% | -4.6% |
| 1Y | +5.6% | +24.3% | -18.7% | +2.5% |
| 3Y | +96.8% | +65.3% | +31.5% | +70.4% |
| All | +96.8% | +66.5% | +30.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling