-77.7%
SNAP vs RL
+426.7%
-504.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.1% | -4.9% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +2.6% | -7.8% | +10.4% | +5.8% |
| 3M | -9.9% | -4.0% | -5.9% | -9.1% |
| 6M | +1.9% | -1.9% | +3.7% | +1.2% |
| YTD | -32.2% | -0.2% | -32.1% | -33.1% |
| 1Y | -22.8% | +10.7% | -33.5% | -27.4% |
| 3Y | -47.6% | +210.8% | -258.4% | -67.6% |
| 5Y | -92.7% | +238.2% | -330.9% | -95.7% |
| All | -77.7% | +426.7% | -504.4% | -86.8% |
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