+185.6%
ORCL vs SNOW
+37.6%
+147.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.1% |
| 7D | +5.3% | +2.8% | +2.5% | +4.5% |
| 30D | +10.0% | +6.4% | +3.5% | +8.5% |
| 3M | -32.6% | +38.1% | -70.7% | -36.6% |
| 6M | +4.9% | +100.4% | -95.5% | -8.3% |
| YTD | -17.8% | +53.7% | -71.5% | -25.3% |
| 1Y | -28.0% | +52.0% | -79.9% | -34.6% |
| 3Y | +36.0% | +114.7% | -78.6% | +15.5% |
| 5Y | +88.7% | +8.8% | +80.0% | +61.4% |
| All | +185.6% | +37.6% | +147.9% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling