+14.6%
SNOW vs DRI
+196.9%
-182.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | +5.5% | +1.1% | +4.4% | +5.0% |
| 30D | -13.2% | +9.7% | -22.9% | -16.8% |
| 3M | -13.7% | +3.2% | -16.9% | -15.5% |
| 6M | +91.0% | +20.6% | +70.4% | +72.6% |
| YTD | +32.7% | +28.3% | +4.4% | +14.1% |
| 1Y | +13.3% | +34.5% | -21.3% | -5.3% |
| 3Y | +83.4% | +66.5% | +16.8% | +32.1% |
| 5Y | -24.7% | +79.6% | -104.4% | -50.4% |
| All | +14.6% | +196.9% | -182.3% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling