-17.3%
META vs RDW
+24.9%
-42.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +6.7% | -3.1% | +9.8% | +6.9% |
| 30D | +4.8% | -1.8% | +6.5% | +4.7% |
| 3M | -1.6% | -50.9% | +49.2% | +1.8% |
| 6M | -7.5% | +13.5% | -20.9% | -9.5% |
| YTD | -6.4% | +38.6% | -44.9% | -10.6% |
| 1Y | -17.3% | +28.3% | -45.6% | -21.9% |
| All | -17.3% | +24.9% | -42.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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