+107.3%
META vs RSP
+53.0%
+54.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +6.7% | -0.8% | +7.5% | +7.6% |
| 30D | +4.8% | -0.3% | +5.1% | +5.2% |
| 3M | -1.6% | +4.3% | -5.9% | -5.8% |
| 6M | -7.5% | +8.8% | -16.3% | -15.4% |
| YTD | -6.4% | +15.3% | -21.7% | -19.6% |
| 1Y | -17.3% | +18.3% | -35.6% | -31.0% |
| All | +107.3% | +53.0% | +54.3% | +38.0% |
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