+5.6%
META vs RGEN
+8.1%
-2.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +5.2% | -3.3% | +8.5% | +5.7% |
| 30D | -13.0% | -5.8% | -7.2% | -12.2% |
| 3M | +7.9% | +0.2% | +7.8% | +7.8% |
| 6M | +4.2% | +56.8% | -52.5% | -3.1% |
| YTD | -2.5% | +2.4% | -4.9% | -4.2% |
| 1Y | +5.6% | +11.4% | -5.9% | +1.5% |
| All | +5.6% | +8.1% | -2.5% | +1.5% |
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 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