+175.6%
RCL vs SNAP
-46.7%
+222.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.7% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -19.0% | +2.6% | -21.6% | -19.8% |
| 3M | -9.6% | -9.9% | +0.3% | -8.5% |
| 6M | -6.7% | +1.9% | -8.6% | -8.8% |
| YTD | -3.9% | -32.2% | +28.3% | +1.9% |
| 1Y | -25.1% | -22.8% | -2.2% | -23.5% |
| All | +175.6% | -46.7% | +222.3% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling