+62.8%
META vs RSG
+89.4%
-26.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | +7.6% | -2.8% | +2.4% |
| 3M | -1.6% | +7.4% | -9.1% | -3.9% |
| 6M | -7.5% | -3.3% | -4.2% | -6.6% |
| YTD | -6.4% | +6.0% | -12.4% | -8.8% |
| 1Y | -17.3% | -3.7% | -13.7% | -16.6% |
| 3Y | +109.9% | +59.1% | +50.8% | +66.0% |
| All | +62.8% | +89.4% | -26.6% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling