-50.2%
SNAP vs RBRK
+124.5%
-174.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.5% |
| 7D | +3.8% | -7.5% | +11.3% | +5.9% |
| 30D | +9.2% | -10.4% | +19.7% | +11.0% |
| 3M | +6.6% | +21.3% | -14.7% | -1.3% |
| 6M | +16.9% | +50.6% | -33.8% | -0.1% |
| YTD | -29.6% | +13.3% | -42.9% | -35.2% |
| 1Y | -22.1% | +11.2% | -33.3% | -28.5% |
| All | -50.2% | +124.5% | -174.7% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling