+28.3%
RDW vs SNAP
-24.3%
+52.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.6% | +3.3% |
| 7D | -3.1% | +0.7% | -3.9% | -3.6% |
| 30D | -1.8% | +2.6% | -4.4% | -3.8% |
| 3M | -50.9% | -9.9% | -41.0% | -49.1% |
| 6M | +13.5% | +1.9% | +11.6% | +9.9% |
| YTD | +38.6% | -32.2% | +70.8% | +51.5% |
| 1Y | +28.3% | -22.8% | +51.1% | +44.6% |
| All | +28.3% | -24.3% | +52.6% | +44.6% |
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