+191.9%
META vs RVMD
+644.5%
-452.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | +4.8% | +6.4% | -1.7% | +3.7% |
| 3M | -1.6% | +34.9% | -36.5% | -6.4% |
| 6M | -7.5% | +107.6% | -115.0% | -18.8% |
| YTD | -6.4% | +163.7% | -170.1% | -22.1% |
| 1Y | -17.3% | +439.2% | -456.5% | -39.6% |
| 3Y | +109.9% | +499.2% | -389.3% | +43.7% |
| 5Y | +65.4% | +621.7% | -556.4% | +0.9% |
| All | +191.9% | +644.5% | -452.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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