-18.4%
SNOW vs DLR
+39.4%
-57.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.7% | -2.0% | +5.7% | +5.0% |
| 30D | -16.4% | +0.5% | -17.0% | -16.5% |
| 3M | -9.9% | -4.4% | -5.4% | -7.8% |
| 6M | +98.8% | -6.4% | +105.3% | +103.1% |
| YTD | +37.3% | +19.5% | +17.8% | +19.0% |
| 1Y | +11.0% | +10.5% | +0.5% | +0.9% |
| 3Y | +87.8% | +54.0% | +33.8% | +29.8% |
| 5Y | -18.4% | +39.7% | -58.1% | -41.8% |
| All | -18.4% | +39.4% | -57.8% | -41.8% |
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