-10.1%
SNPS vs RCL
+261.4%
-271.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.9% |
| 7D | -10.2% | +3.9% | -14.1% | -11.3% |
| 30D | -12.8% | +11.8% | -24.6% | -16.0% |
| 3M | +9.9% | -0.8% | +10.7% | +9.7% |
| 6M | -12.4% | +23.6% | -36.0% | -19.4% |
| YTD | -6.3% | +17.6% | -23.9% | -14.5% |
| 1Y | +7.6% | +28.3% | -20.6% | -5.9% |
| All | -10.1% | +261.4% | -271.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 3y: compounded portfolio wealth divided by compounded RCL 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…
3y analysis · Full analysis span regression · 6 months rolling