+202.9%
RCL vs SNAP
-77.2%
+280.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.6% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -19.0% | +2.6% | -21.6% | -19.7% |
| 3M | -9.6% | -9.9% | +0.3% | -8.6% |
| 6M | -6.7% | +1.9% | -8.6% | -8.4% |
| YTD | -3.9% | -32.2% | +28.3% | +1.2% |
| 1Y | -25.1% | -22.8% | -2.2% | -23.5% |
| 3Y | +179.1% | -47.6% | +226.7% | +188.1% |
| 5Y | +243.3% | -92.7% | +336.0% | +338.6% |
| All | +202.9% | -77.2% | +280.1% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling