-79.2%
SNAP vs RL
+474.2%
-553.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.3% | -6.7% | -10.9% |
| 7D | -10.4% | -4.7% | -5.7% | -8.2% |
| 30D | -11.9% | +3.6% | -15.5% | -12.9% |
| 3M | -4.5% | +0.5% | -5.1% | -4.6% |
| 6M | -16.7% | +6.6% | -23.3% | -19.6% |
| YTD | -36.9% | +8.8% | -45.8% | -39.7% |
| 1Y | -30.3% | +21.8% | -52.0% | -36.5% |
| 3Y | -52.5% | +245.8% | -298.3% | -71.8% |
| 5Y | -90.4% | +230.0% | -320.4% | -94.3% |
| All | -79.2% | +474.2% | -553.5% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling