+46.0%
SNOW vs DRI
+1.2%
+44.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.8% |
| 7D | -7.5% | -4.8% | -2.7% | -8.7% |
| 30D | -1.3% | -5.2% | +3.9% | -2.5% |
| 3M | +37.4% | +2.7% | +34.7% | +38.6% |
| 6M | +88.1% | +3.6% | +84.5% | +90.2% |
| YTD | +50.3% | +15.4% | +34.9% | +54.6% |
| 1Y | +46.0% | +1.3% | +44.7% | +45.1% |
| All | +46.0% | +1.2% | +44.7% | +45.1% |
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