+293.8%
RCL vs SNAP
-90.3%
+384.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.5% |
| 7D | -0.2% | +2.6% | -2.8% | -0.8% |
| 30D | +14.4% | -19.6% | +33.9% | +19.0% |
| 3M | +5.2% | +0.4% | +4.8% | +4.2% |
| 6M | +26.1% | -5.9% | +32.1% | +25.7% |
| YTD | +17.4% | -35.3% | +52.7% | +24.5% |
| 1Y | +24.7% | -42.6% | +67.3% | +35.3% |
| 3Y | +250.9% | -53.9% | +304.8% | +269.3% |
| 5Y | +293.8% | -90.3% | +384.1% | +459.6% |
| All | +293.8% | -90.3% | +384.1% | +459.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling