+287.2%
RCL vs SNAP
-79.0%
+366.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.7% |
| 7D | +5.0% | -7.3% | +12.3% | +6.3% |
| 30D | +19.4% | -18.9% | +38.3% | +23.7% |
| 3M | +5.9% | -5.3% | +11.2% | +6.2% |
| 6M | +23.8% | -16.9% | +40.7% | +26.4% |
| YTD | +22.8% | -37.4% | +60.2% | +30.7% |
| 1Y | +34.3% | -38.5% | +72.8% | +43.1% |
| 3Y | +276.4% | -55.1% | +331.5% | +299.0% |
| 5Y | +281.6% | -90.8% | +372.4% | +372.7% |
| All | +287.2% | -79.0% | +366.2% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling