-6.1%
RDW vs SNAP
-92.5%
+86.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.1% |
| 7D | +0.9% | +3.8% | -3.0% | -0.2% |
| 30D | -21.3% | +9.2% | -30.5% | -23.5% |
| 3M | -37.9% | +6.6% | -44.4% | -39.5% |
| 6M | +12.3% | +16.9% | -4.6% | +6.3% |
| YTD | +39.7% | -29.6% | +69.4% | +50.8% |
| 1Y | +25.7% | -22.1% | +47.8% | +31.2% |
| 3Y | +230.8% | -39.8% | +270.7% | +240.8% |
| All | -6.1% | -92.5% | +86.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling