+163.7%
META vs RDW
-27.8%
+191.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.3% |
| 7D | +5.2% | +7.2% | -2.0% | +4.4% |
| 30D | -13.0% | -10.3% | -2.7% | -12.4% |
| 3M | +7.9% | -41.4% | +49.4% | +13.0% |
| 6M | +4.2% | -32.5% | +36.8% | +5.3% |
| YTD | -2.5% | +1.7% | -4.2% | -8.6% |
| 1Y | +5.6% | +39.0% | -33.5% | -5.1% |
| 3Y | +96.8% | +214.2% | -117.4% | +41.4% |
| 5Y | +90.0% | -31.3% | +121.3% | +45.6% |
| All | +163.7% | -27.8% | +191.5% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling