+107.3%
META vs RGEN
-3.7%
+111.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +6.7% | -4.9% | +11.6% | +7.5% |
| 30D | +4.8% | +5.7% | -0.9% | +3.6% |
| 3M | -1.6% | +32.4% | -34.1% | -7.0% |
| 6M | -7.5% | +33.2% | -40.7% | -13.1% |
| YTD | -6.4% | +2.3% | -8.7% | -7.8% |
| 1Y | -17.3% | +39.0% | -56.3% | -23.8% |
| All | +107.3% | -3.7% | +111.0% | +115.1% |
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