+52.0%
SNOW vs DT
+4.0%
+47.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.1% |
| 7D | +2.8% | -3.3% | +6.1% | +5.9% |
| 30D | +6.4% | +2.0% | +4.4% | +4.8% |
| 3M | +38.1% | +20.0% | +18.1% | +17.4% |
| 6M | +100.4% | +39.3% | +61.1% | +49.5% |
| YTD | +53.7% | +19.8% | +34.0% | +24.3% |
| 1Y | +52.0% | +4.3% | +47.7% | +30.2% |
| All | +52.0% | +4.0% | +47.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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