+27.5%
META vs RDDT
+109.5%
-82.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +5.2% | +3.5% | +1.6% | +4.4% |
| 30D | -13.0% | -33.7% | +20.8% | -7.5% |
| 3M | +7.9% | -37.7% | +45.7% | +15.6% |
| 6M | +4.2% | -36.1% | +40.4% | +9.7% |
| YTD | -2.5% | -57.2% | +54.6% | +8.3% |
| 1Y | +5.6% | -48.0% | +53.6% | +13.2% |
| All | +27.5% | +109.5% | -82.0% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling