+2.8%
RDW vs SNAP
-90.0%
+92.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.2% |
| 7D | +3.6% | -5.0% | +8.6% | +4.9% |
| 30D | -18.4% | -0.7% | -17.7% | -18.6% |
| 3M | -32.1% | -5.0% | -27.1% | -31.7% |
| 6M | +10.9% | +3.5% | +7.4% | +8.6% |
| YTD | +40.8% | -34.2% | +75.0% | +54.0% |
| 1Y | +31.1% | -27.1% | +58.2% | +39.0% |
| 3Y | +245.2% | -43.5% | +288.6% | +262.1% |
| 5Y | -16.7% | -92.9% | +76.2% | +1.1% |
| All | +2.8% | -90.0% | +92.8% | +11.0% |
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 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