+52.0%
SNOW vs DOC
+23.9%
+28.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.5% |
| 7D | +2.8% | -1.5% | +4.3% | +2.7% |
| 30D | +6.4% | -4.8% | +11.2% | +6.0% |
| 3M | +38.1% | +6.9% | +31.2% | +38.5% |
| 6M | +100.4% | +20.7% | +79.6% | +101.2% |
| YTD | +53.7% | +34.1% | +19.6% | +52.1% |
| 1Y | +52.0% | +22.6% | +29.3% | +47.7% |
| All | +52.0% | +23.9% | +28.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling