+5.5%
SNOW vs DRI
+70.3%
-64.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | +4.9% | -1.2% | +6.1% | +5.5% |
| 30D | +1.5% | -0.4% | +1.9% | +1.2% |
| 3M | +39.5% | +9.5% | +30.0% | +30.6% |
| 6M | +85.9% | +6.5% | +79.4% | +75.0% |
| YTD | +52.9% | +18.4% | +34.5% | +31.9% |
| 1Y | +48.1% | +4.2% | +43.9% | +38.3% |
| 3Y | +102.2% | +57.1% | +45.1% | +29.4% |
| 5Y | +5.5% | +70.4% | -65.0% | -42.5% |
| All | +5.5% | +70.3% | -64.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling