-16.0%
RKT vs SNAP
-76.8%
+60.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.6% |
| 7D | +10.3% | -7.3% | +17.7% | +11.5% |
| 30D | +32.3% | -18.9% | +51.3% | +36.4% |
| 3M | +10.7% | -5.3% | +16.0% | +11.1% |
| 6M | -3.2% | -16.9% | +13.8% | -1.2% |
| YTD | -21.5% | -37.4% | +15.9% | -17.1% |
| 1Y | -6.0% | -38.5% | +32.5% | -0.5% |
| 3Y | +104.2% | -55.1% | +159.3% | +112.7% |
| 5Y | +2.5% | -90.8% | +93.3% | +14.3% |
| All | -16.0% | -76.8% | +60.9% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling