+32.8%
SNOW vs DOC
-2.1%
+34.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.9% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | +6.4% | -4.8% | +11.2% | +8.0% |
| 3M | +38.1% | +6.9% | +31.2% | +34.7% |
| 6M | +100.4% | +20.7% | +79.6% | +85.5% |
| YTD | +53.7% | +34.1% | +19.6% | +36.3% |
| 1Y | +52.0% | +22.6% | +29.3% | +38.9% |
| 3Y | +114.7% | +20.8% | +93.8% | +94.5% |
| 5Y | +8.8% | -24.9% | +33.6% | +18.6% |
| All | +32.8% | -2.1% | +34.9% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling