-38.7%
SNAP vs RL
+15.3%
-53.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.3% |
| 7D | +6.0% | +2.6% | +3.5% | +4.7% |
| 30D | -13.8% | +2.9% | -16.7% | -14.1% |
| 3M | -0.8% | 0.0% | -0.8% | -0.3% |
| 6M | -6.2% | +17.1% | -23.3% | -12.5% |
| YTD | -34.8% | +10.1% | -44.9% | -38.5% |
| 1Y | -38.7% | +17.3% | -56.0% | -42.3% |
| All | -38.7% | +15.3% | -53.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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