+32.8%
SNOW vs DRI
+179.2%
-146.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | +6.4% | +3.8% | +2.6% | +4.2% |
| 3M | +38.1% | +13.0% | +25.1% | +29.3% |
| 6M | +100.4% | +8.3% | +92.1% | +89.9% |
| YTD | +53.7% | +20.6% | +33.1% | +36.4% |
| 1Y | +52.0% | +6.5% | +45.5% | +42.9% |
| 3Y | +114.7% | +53.7% | +60.9% | +61.2% |
| 5Y | +8.8% | +72.7% | -63.9% | -26.4% |
| All | +32.8% | +179.2% | -146.4% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling