+116.2%
ORCL vs SNOW
+18.8%
+97.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.4% | +2.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -15.3% | -21.1% | +5.8% | -11.2% |
| 3M | -18.2% | -11.9% | -6.3% | -16.2% |
| 6M | -38.4% | +91.0% | -129.4% | -45.3% |
| YTD | -37.7% | +32.7% | -70.4% | -41.7% |
| 1Y | -49.3% | +10.8% | -60.0% | -51.3% |
| 3Y | +10.6% | +86.2% | -75.6% | -3.1% |
| 5Y | +35.5% | -22.7% | +58.2% | +19.3% |
| All | +116.2% | +18.8% | +97.4% | +88.1% |
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