-25.7%
RKT vs SNAP
-75.6%
+50.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -2.4% |
| 7D | -1.0% | -5.0% | +4.1% | -0.1% |
| 30D | -2.4% | -0.7% | -1.7% | -2.3% |
| 3M | +1.9% | -5.0% | +6.9% | +2.4% |
| 6M | -13.9% | +3.5% | -17.4% | -15.0% |
| YTD | -30.6% | -34.2% | +3.6% | -27.0% |
| 1Y | -34.4% | -27.1% | -7.3% | -32.3% |
| 3Y | +38.2% | -43.5% | +81.6% | +39.3% |
| 5Y | -9.7% | -92.9% | +83.2% | +1.5% |
| All | -25.7% | -75.6% | +50.0% | -8.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling