-79.6%
SNAP vs RIO
+312.4%
-392.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | 0.0% |
| 7D | -10.6% | +3.6% | -14.1% | -11.8% |
| 30D | -19.7% | -10.8% | -8.9% | -15.5% |
| 3M | -6.5% | -15.2% | +8.7% | +0.3% |
| 6M | -17.8% | -18.0% | +0.3% | -10.9% |
| YTD | -38.0% | +11.0% | -49.0% | -41.6% |
| 1Y | -42.5% | +26.4% | -68.8% | -48.9% |
| 3Y | -55.8% | +54.4% | -110.2% | -64.5% |
| 5Y | -90.5% | +98.1% | -188.6% | -93.3% |
| All | -79.6% | +312.4% | -392.0% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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