+1,560.5%
META vs RSG
+1,172.6%
+387.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -0.2% | +1.6% | -1.8% | -0.9% |
| 30D | -15.4% | +13.5% | -28.8% | -20.4% |
| 3M | +5.0% | +16.3% | -11.3% | -2.4% |
| 6M | +5.2% | +26.9% | -21.7% | -6.6% |
| YTD | -4.5% | +19.1% | -23.6% | -13.2% |
| 1Y | +0.6% | +21.8% | -21.2% | -9.7% |
| 3Y | +93.1% | +63.5% | +29.6% | +45.9% |
| 5Y | +93.7% | +98.6% | -4.9% | +30.3% |
| 10Y | +433.3% | +444.4% | -11.1% | +102.0% |
| All | +1,560.5% | +1,172.6% | +387.9% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling