+81.9%
META vs RGEN
-35.1%
+117.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.1% |
| 7D | -0.8% | -1.9% | +1.2% | -0.3% |
| 30D | -15.4% | +3.7% | -19.2% | -16.3% |
| 3M | +3.5% | +8.8% | -5.3% | +0.7% |
| 6M | -0.3% | +38.0% | -38.2% | -9.5% |
| YTD | -7.3% | +5.9% | -13.2% | -10.6% |
| 1Y | -1.1% | +19.7% | -20.8% | -7.9% |
| 3Y | +95.1% | +20.5% | +74.5% | +71.0% |
| All | +81.9% | -35.1% | +117.0% | +69.4% |
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