+1,497.9%
META vs RSP
+478.0%
+1,019.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -1.1% |
| 7D | -3.1% | -1.4% | -1.7% | -1.7% |
| 30D | -18.1% | +2.1% | -20.2% | -19.9% |
| 3M | +2.9% | -0.9% | +3.8% | +3.8% |
| 6M | +0.2% | +7.5% | -7.3% | -6.9% |
| YTD | -8.1% | +14.6% | -22.7% | -19.9% |
| 1Y | -4.5% | +17.6% | -22.2% | -19.0% |
| 3Y | +94.2% | +60.8% | +33.4% | +20.9% |
| 5Y | +79.1% | +46.1% | +32.9% | +26.2% |
| 10Y | +405.9% | +221.4% | +184.5% | +74.3% |
| All | +1,497.9% | +478.0% | +1,019.9% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling