+47.0%
SNOW vs DFNS
-98.3%
+145.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.1% |
| 7D | +8.4% | +4.6% | +3.7% | +8.3% |
| 30D | -1.0% | -73.9% | +72.9% | +2.2% |
| 3M | +38.3% | -71.7% | +110.0% | +47.1% |
| 6M | +81.3% | -94.6% | +175.9% | +116.7% |
| YTD | +51.1% | -98.1% | +149.2% | +88.5% |
| 1Y | +47.0% | -98.3% | +145.3% | +69.6% |
| All | +47.0% | -98.3% | +145.3% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling