-11.5%
SNPS vs RCL
+254.2%
-265.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +1.4% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -6.4% | +14.4% | -20.8% | -10.4% |
| 3M | +12.2% | +5.2% | +7.1% | +10.0% |
| 6M | -9.8% | +26.1% | -36.0% | -17.5% |
| YTD | -1.5% | +17.4% | -18.8% | -10.1% |
| 1Y | +16.0% | +24.7% | -8.7% | +2.7% |
| All | -11.5% | +254.2% | -265.7% | -42.1% |
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