+32.8%
SNOW vs DFNS
-99.9%
+132.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.4% |
| 7D | +2.8% | -16.0% | +18.8% | +2.8% |
| 30D | +6.4% | -77.7% | +84.1% | +6.6% |
| 3M | +38.1% | -77.2% | +115.3% | +38.0% |
| 6M | +100.4% | -95.2% | +195.6% | +100.0% |
| YTD | +53.7% | -98.0% | +151.7% | +53.2% |
| 1Y | +52.0% | -98.3% | +150.2% | +51.5% |
| 3Y | +114.7% | -99.9% | +214.5% | +106.9% |
| 5Y | +8.8% | -99.9% | +108.6% | +13.5% |
| All | +32.8% | -99.9% | +132.6% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling