+9.5%
SNOW vs DRI
+34.0%
-24.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -0.2% |
| 7D | -14.5% | +6.5% | -21.0% | -13.0% |
| 30D | -14.3% | +16.4% | -30.7% | -11.0% |
| 3M | -8.3% | +13.6% | -21.9% | -4.9% |
| 6M | +101.5% | +22.0% | +79.5% | +111.7% |
| YTD | +32.5% | +29.3% | +3.2% | +36.2% |
| 1Y | +9.5% | +32.0% | -22.5% | +12.4% |
| All | +9.5% | +34.0% | -24.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling