+11.1%
RDW vs SNAP
-22.3%
+33.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.8% | -7.3% |
| 7D | -14.3% | -0.7% | -13.6% | -14.2% |
| 30D | -26.0% | +5.5% | -31.5% | -28.2% |
| 3M | -27.4% | +2.2% | -29.6% | -29.3% |
| 6M | -10.6% | -4.1% | -6.6% | -10.4% |
| YTD | +1.6% | -26.6% | +28.2% | +3.0% |
| 1Y | +11.1% | -20.7% | +31.8% | +17.1% |
| All | +11.1% | -22.3% | +33.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling