+34.2%
SNOW vs DOCS
-36.0%
+70.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -4.6% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | +6.4% | +21.8% | -15.4% | -1.1% |
| 3M | +38.1% | +27.3% | +10.8% | +26.5% |
| 6M | +100.4% | -0.3% | +100.7% | +95.5% |
| YTD | +53.7% | -40.5% | +94.2% | +72.8% |
| 1Y | +52.0% | -61.5% | +113.5% | +92.4% |
| 3Y | +114.7% | +8.2% | +106.5% | +69.3% |
| 5Y | +8.8% | -73.4% | +82.2% | +10.2% |
| All | +34.2% | -36.0% | +70.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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