+74.5%
META vs RDW
-9.6%
+84.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.7% | +11.3% | +7.0% |
| 7D | +10.3% | +3.6% | +6.7% | +9.8% |
| 30D | +9.9% | -18.4% | +28.3% | +11.9% |
| 3M | +11.9% | -32.1% | +44.0% | +15.0% |
| 6M | +1.2% | +10.9% | -9.7% | -3.5% |
| YTD | -0.8% | +40.8% | -41.6% | -9.6% |
| 1Y | -14.3% | +31.1% | -45.5% | -22.6% |
| 3Y | +121.4% | +245.2% | -123.8% | +57.2% |
| 5Y | +74.5% | -16.7% | +91.2% | +26.6% |
| All | +74.5% | -9.6% | +84.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling