-20.7%
SNAP vs RBRK
+62.9%
-83.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.4% |
| 7D | -0.7% | -12.5% | +11.8% | +2.2% |
| 30D | +5.5% | -3.0% | +8.5% | +6.1% |
| 3M | +2.2% | +46.9% | -44.7% | -8.8% |
| 6M | -4.1% | +105.4% | -109.5% | -24.0% |
| YTD | -26.6% | +55.6% | -82.2% | -39.9% |
| 1Y | -20.7% | +63.9% | -84.6% | -34.7% |
| All | -20.7% | +62.9% | -83.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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