+1,593.7%
META vs RSG
+1,159.5%
+434.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.5% |
| 30D | -10.8% | +13.8% | -24.5% | -16.1% |
| 3M | +8.4% | +15.4% | -7.0% | +1.1% |
| 6M | +5.4% | +24.1% | -18.8% | -5.4% |
| YTD | -2.6% | +17.8% | -20.4% | -11.0% |
| 1Y | +3.5% | +21.5% | -18.0% | -7.0% |
| 3Y | +102.0% | +63.3% | +38.7% | +52.6% |
| 5Y | +93.1% | +97.3% | -4.2% | +30.2% |
| 10Y | +425.7% | +448.1% | -22.4% | +98.0% |
| All | +1,593.7% | +1,159.5% | +434.2% | +422.6% |
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