+93.7%
META vs RGEN
-35.5%
+129.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -0.2% | -3.1% | +2.9% | +0.6% |
| 30D | -15.4% | +0.1% | -15.4% | -15.5% |
| 3M | +5.0% | +4.8% | +0.3% | +3.2% |
| 6M | +5.2% | +48.9% | -43.8% | -6.4% |
| YTD | -4.5% | +5.3% | -9.8% | -7.7% |
| 1Y | +0.6% | +12.5% | -11.9% | -4.7% |
| 3Y | +93.1% | +17.0% | +76.1% | +71.0% |
| 5Y | +93.7% | -35.4% | +129.0% | +80.2% |
| All | +93.7% | -35.5% | +129.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling