+39.5%
SNOW vs DOCN
+108.0%
-68.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -0.9% |
| 7D | +5.5% | +19.1% | -13.6% | -1.9% |
| 30D | -13.2% | -21.0% | +7.9% | -5.4% |
| 3M | -13.7% | -34.7% | +21.0% | -0.4% |
| 6M | +91.0% | -45.8% | +136.8% | +129.1% |
| YTD | +32.7% | +79.4% | -46.7% | -15.7% |
| 1Y | +13.3% | +91.0% | -77.8% | -30.5% |
| 3Y | +83.4% | +237.5% | -154.1% | -26.5% |
| 5Y | -24.7% | -30.4% | +5.7% | -47.8% |
| All | +39.5% | +108.0% | -68.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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