+114.4%
META vs RDW
+244.1%
-129.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.7% | +11.3% | +6.9% |
| 7D | +10.3% | +3.6% | +6.7% | +9.9% |
| 30D | +9.9% | -18.4% | +28.3% | +11.5% |
| 3M | +11.9% | -32.1% | +44.0% | +14.3% |
| 6M | +1.2% | +10.9% | -9.7% | -2.3% |
| YTD | -0.8% | +40.8% | -41.6% | -7.6% |
| 1Y | -14.3% | +31.1% | -45.5% | -20.7% |
| All | +114.4% | +244.1% | -129.6% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling