Rate Comparison takes the total shown in your booking widget and multiplies it by a factor for each platform. The defaults are Airbnb 1.16, Vrbo 1.14, Booking.com 1.18, and Expedia 1.18.
What the direct figure includes. The direct figure includes the same fees that the booking widget total includes. It also includes taxes when the booking widget setting Display Total price after tax? is enabled.
Why every stay shows a saving. The widget does not look up live OTA prices. Because each OTA figure is the direct total multiplied by a factor, the widget shows a saving on every stay by design.