+93.4%
META vs RGEN
+12.2%
+81.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -2.9% |
| 7D | -3.1% | -10.7% | +7.6% | -1.1% |
| 30D | -18.1% | -3.6% | -14.5% | -17.6% |
| 3M | +2.9% | +6.2% | -3.4% | +1.3% |
| 6M | +0.2% | +34.1% | -33.9% | -6.3% |
| YTD | -8.1% | +2.8% | -10.9% | -9.9% |
| 1Y | -4.5% | +15.5% | -20.1% | -8.7% |
| All | +93.4% | +12.2% | +81.3% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling