-26.1%
SNOW vs DOCN
-34.6%
+8.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -15.9% | +8.6% | -0.7% |
| 7D | -18.4% | -29.3% | +10.9% | -6.1% |
| 30D | -19.8% | -46.0% | +26.3% | +2.6% |
| 3M | -14.9% | -43.2% | +28.3% | +4.2% |
| 6M | +90.2% | -53.7% | +143.9% | +143.3% |
| YTD | +22.9% | +46.9% | -24.0% | -17.4% |
| 1Y | +1.8% | +54.3% | -52.5% | -33.8% |
| 3Y | +79.7% | +185.5% | -105.8% | -28.6% |
| 5Y | -26.1% | -31.1% | +5.0% | -44.9% |
| All | -26.1% | -34.6% | +8.5% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling