+24.9%
META vs RDDT
+124.8%
-99.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -3.2% |
| 7D | -0.2% | +3.7% | -3.9% | -0.9% |
| 30D | -15.4% | -33.9% | +18.6% | -10.0% |
| 3M | +5.0% | -32.4% | +37.4% | +10.9% |
| 6M | +5.2% | -33.8% | +38.9% | +10.0% |
| YTD | -4.5% | -54.0% | +49.5% | +4.8% |
| 1Y | +0.6% | -49.3% | +49.9% | +8.3% |
| All | +24.9% | +124.8% | -99.9% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling