-53.4%
SNAP vs RBRK
+130.1%
-183.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.4% |
| 7D | -5.0% | +1.9% | -6.9% | -5.5% |
| 30D | -0.7% | -9.3% | +8.5% | +0.6% |
| 3M | -5.0% | +23.8% | -28.8% | -12.5% |
| 6M | +3.5% | +55.4% | -51.9% | -12.2% |
| YTD | -34.2% | +16.1% | -50.3% | -39.8% |
| 1Y | -27.1% | -9.8% | -17.2% | -29.5% |
| All | -53.4% | +130.1% | -183.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling