+212.8%
RDDT vs SNAP
-49.6%
+262.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.1% |
| 7D | +2.1% | +3.8% | -1.7% | +0.2% |
| 30D | +2.8% | +9.2% | -6.4% | -1.8% |
| 3M | -8.9% | +6.6% | -15.5% | -12.5% |
| 6M | +15.1% | +16.9% | -1.8% | +5.0% |
| YTD | -31.4% | -29.6% | -1.7% | -20.6% |
| 1Y | -39.4% | -22.1% | -17.4% | -33.9% |
| All | +212.8% | -49.6% | +262.3% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling