-17.3%
META vs RDDT
-31.4%
+14.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | +1.0% | +5.7% | +6.4% |
| 30D | +4.8% | -0.5% | +5.3% | +4.4% |
| 3M | -1.6% | -16.0% | +14.4% | +0.2% |
| 6M | -7.5% | +4.9% | -12.3% | -11.5% |
| YTD | -6.4% | -32.8% | +26.4% | -3.8% |
| 1Y | -17.3% | -33.5% | +16.1% | -16.5% |
| All | -17.3% | -31.4% | +14.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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