+29.7%
RCL vs SNAP
-38.5%
+68.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -2.6% |
| 7D | +0.6% | -9.8% | +10.4% | +2.4% |
| 30D | +19.4% | -18.2% | +37.6% | +23.5% |
| 3M | +9.8% | -3.1% | +12.9% | +9.4% |
| 6M | +28.6% | -7.1% | +35.8% | +28.6% |
| YTD | +22.2% | -33.8% | +56.0% | +19.4% |
| 1Y | +29.7% | -39.0% | +68.8% | +28.6% |
| All | +29.7% | -38.5% | +68.2% | +28.6% |
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