+32.0%
RCL vs SNAP
-22.3%
+54.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.9% | +0.5% | +5.3% |
| 7D | +11.7% | -0.7% | +12.4% | +11.7% |
| 30D | +21.1% | +5.5% | +15.6% | +19.6% |
| 3M | +2.9% | +2.2% | +0.6% | +1.7% |
| 6M | +29.8% | -4.1% | +33.9% | +29.1% |
| YTD | +21.4% | -26.6% | +48.1% | +16.7% |
| 1Y | +32.0% | -20.7% | +52.8% | +25.6% |
| All | +32.0% | -22.3% | +54.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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