+8.6%
SNOW vs DOC
-3.0%
+11.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -9.9% | +6.5% | -16.3% | -11.6% |
| 30D | -17.1% | +9.2% | -26.3% | -19.5% |
| 3M | -13.2% | -2.5% | -10.7% | -12.8% |
| 6M | +97.4% | +7.1% | +90.4% | +91.5% |
| YTD | +25.8% | +33.0% | -7.2% | +11.7% |
| 1Y | +4.2% | +23.3% | -19.1% | -4.8% |
| 3Y | +91.3% | +44.9% | +46.4% | +57.8% |
| 5Y | -24.4% | -21.6% | -2.8% | -18.3% |
| All | +8.6% | -3.0% | +11.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling