+107.8%
META vs RSG
+55.3%
+52.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +6.0% | -0.7% | +6.8% | +6.1% |
| 30D | +3.6% | +3.3% | +0.3% | +3.2% |
| 3M | +4.9% | +8.5% | -3.6% | +3.8% |
| 6M | -4.7% | -3.5% | -1.2% | -3.8% |
| YTD | -6.9% | +5.5% | -12.4% | -8.0% |
| 1Y | -18.2% | -1.7% | -16.5% | -17.8% |
| 3Y | +107.8% | +56.9% | +50.9% | +93.0% |
| All | +107.8% | +55.3% | +52.5% | +93.0% |
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