+275.9%
RCL vs SNAP
-79.3%
+355.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +3.9% | +1.9% |
| 7D | +6.5% | -7.1% | +13.6% | +7.8% |
| 30D | +15.9% | -14.6% | +30.5% | +18.9% |
| 3M | +2.7% | -5.0% | +7.6% | +2.9% |
| 6M | +15.2% | -18.8% | +34.1% | +18.2% |
| YTD | +19.2% | -38.5% | +57.8% | +27.4% |
| 1Y | +31.6% | -38.1% | +69.7% | +40.1% |
| 3Y | +274.2% | -53.8% | +328.0% | +294.7% |
| 5Y | +250.1% | -90.7% | +340.7% | +332.7% |
| All | +275.9% | -79.3% | +355.3% | +220.8% |
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