+97.0%
META vs RSP
+66.0%
+31.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +0.7% | +2.5% | +2.6% |
| 30D | -10.8% | +3.7% | -14.4% | -14.1% |
| 3M | +7.9% | +0.7% | +7.2% | +7.1% |
| 6M | +5.4% | +9.0% | -3.7% | -3.8% |
| YTD | -2.6% | +16.7% | -19.3% | -17.5% |
| 1Y | +1.9% | +19.0% | -17.1% | -15.6% |
| 3Y | +97.0% | +64.7% | +32.2% | +27.4% |
| All | +97.0% | +66.0% | +31.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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