+190.3%
RDDT vs SNAP
-52.8%
+243.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.8% |
| 7D | -7.4% | -5.0% | -2.4% | -4.9% |
| 30D | -7.7% | -0.7% | -7.0% | -7.5% |
| 3M | -17.8% | -5.0% | -12.8% | -16.2% |
| 6M | +5.5% | +3.5% | +1.9% | +2.3% |
| YTD | -36.3% | -34.2% | -2.1% | -23.7% |
| 1Y | -39.0% | -27.1% | -12.0% | -31.2% |
| All | +190.3% | -52.8% | +243.2% | +272.1% |
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