+29.7%
META vs RDDT
+211.6%
-181.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +6.9% |
| 7D | +10.3% | -7.4% | +17.6% | +11.7% |
| 30D | +9.9% | -7.7% | +17.6% | +11.1% |
| 3M | +11.9% | -17.8% | +29.7% | +14.3% |
| 6M | +1.2% | +5.5% | -4.3% | -1.9% |
| YTD | -0.8% | -36.3% | +35.5% | +4.0% |
| 1Y | -14.3% | -39.0% | +24.7% | -10.3% |
| All | +29.7% | +211.6% | -181.8% | +10.3% |
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