+1,527.5%
META vs RSG
+1,033.0%
+494.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | +7.6% | -2.8% | +1.3% |
| 3M | -1.6% | +7.4% | -9.1% | -5.2% |
| 6M | -7.5% | -3.3% | -4.2% | -6.7% |
| YTD | -6.4% | +6.0% | -12.4% | -9.9% |
| 1Y | -17.3% | -3.7% | -13.7% | -16.9% |
| 3Y | +109.9% | +59.1% | +50.8% | +59.9% |
| 5Y | +65.4% | +89.0% | -23.7% | +13.4% |
| 10Y | +391.8% | +412.5% | -20.7% | +90.9% |
| All | +1,527.5% | +1,033.0% | +494.5% | +429.2% |
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