+3.6%
SNOW vs DLR
+40.9%
-37.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | +2.9% | +5.5% | +6.9% |
| 30D | -1.0% | -1.2% | +0.2% | -0.5% |
| 3M | +38.3% | +2.9% | +35.4% | +34.5% |
| 6M | +81.3% | +6.7% | +74.6% | +70.5% |
| YTD | +51.1% | +23.9% | +27.2% | +28.8% |
| 1Y | +47.0% | +18.6% | +28.3% | +27.9% |
| 3Y | +99.7% | +59.7% | +40.1% | +36.3% |
| 5Y | +3.6% | +42.1% | -38.5% | -19.9% |
| All | +3.6% | +40.9% | -37.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 5y: compounded portfolio wealth divided by compounded DLR 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…
5y analysis · Full analysis span regression · 6 months rolling