+444.1%
META vs RGEN
+455.0%
-10.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | +3.3% | -2.4% | +5.7% | +3.9% |
| 30D | -10.8% | +0.1% | -10.8% | -10.9% |
| 3M | +7.9% | +6.6% | +1.3% | +5.4% |
| 6M | +5.4% | +40.9% | -35.5% | -5.3% |
| YTD | -2.6% | +6.2% | -8.8% | -6.3% |
| 1Y | +1.9% | +19.4% | -17.6% | -5.3% |
| 3Y | +97.0% | +17.9% | +79.1% | +73.6% |
| 5Y | +97.6% | -34.0% | +131.7% | +93.5% |
| All | +444.1% | +455.0% | -10.9% | +201.5% |
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