+404.3%
META vs RGEN
+527.2%
-122.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.1% |
| 7D | -0.8% | -1.9% | +1.2% | -0.3% |
| 30D | -15.4% | +3.7% | -19.2% | -16.4% |
| 3M | +3.5% | +8.8% | -5.3% | +0.6% |
| 6M | -0.3% | +38.0% | -38.2% | -9.8% |
| YTD | -7.3% | +5.9% | -13.2% | -10.8% |
| 1Y | -1.1% | +19.7% | -20.8% | -8.1% |
| 3Y | +95.1% | +20.5% | +74.5% | +71.0% |
| 5Y | +80.6% | -35.0% | +115.6% | +77.4% |
| All | +404.3% | +527.2% | -122.9% | +187.8% |
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