+192.3%
ORCL vs SNOW
+36.9%
+155.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +15.0% | +4.9% | +10.1% | +13.7% |
| 30D | +10.5% | +1.5% | +9.0% | +10.0% |
| 3M | -23.0% | +39.5% | -62.5% | -27.8% |
| 6M | +7.0% | +85.9% | -78.9% | -5.4% |
| YTD | -15.8% | +52.9% | -68.8% | -23.4% |
| 1Y | -31.1% | +48.1% | -79.2% | -37.2% |
| 3Y | +33.3% | +102.2% | -68.9% | +13.9% |
| 5Y | +94.3% | +5.5% | +88.8% | +66.3% |
| All | +192.3% | +36.9% | +155.4% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling