-17.3%
META vs RGEN
+45.2%
-62.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | -4.9% | +11.6% | +7.1% |
| 30D | +4.8% | +5.7% | -0.9% | +4.1% |
| 3M | -1.6% | +32.4% | -34.1% | -4.7% |
| 6M | -7.5% | +33.2% | -40.7% | -11.0% |
| YTD | -6.4% | +2.3% | -8.7% | -9.1% |
| 1Y | -17.3% | +39.0% | -56.3% | -18.3% |
| All | -17.3% | +45.2% | -62.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling