-26.1%
SNOW vs DOC
-22.1%
-4.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.2% |
| 7D | -18.4% | +6.2% | -24.6% | -20.0% |
| 30D | -19.8% | +6.5% | -26.2% | -21.5% |
| 3M | -14.9% | -6.2% | -8.7% | -13.3% |
| 6M | +90.2% | +25.6% | +64.6% | +71.9% |
| YTD | +22.9% | +32.1% | -9.2% | +8.2% |
| 1Y | +1.8% | +20.3% | -18.5% | -6.8% |
| 3Y | +79.7% | +42.7% | +37.0% | +44.8% |
| 5Y | -26.1% | -22.2% | -4.0% | -9.3% |
| All | -26.1% | -22.1% | -4.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling