+379.6%
META vs RGEN
+433.1%
-53.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +6.7% | -4.9% | +11.6% | +8.0% |
| 30D | +4.8% | +5.7% | -0.9% | +3.0% |
| 3M | -1.6% | +32.4% | -34.1% | -9.4% |
| 6M | -7.5% | +33.2% | -40.7% | -15.6% |
| YTD | -6.4% | +2.3% | -8.7% | -8.7% |
| 1Y | -17.3% | +39.0% | -56.3% | -26.5% |
| 3Y | +109.9% | -4.6% | +114.6% | +95.7% |
| 5Y | +65.4% | -42.7% | +108.0% | +68.0% |
| All | +379.6% | +433.1% | -53.5% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling