+13.3%
SNOW vs DT
-2.7%
+16.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | +5.5% | +3.1% | +2.3% | +3.1% |
| 30D | -13.2% | -29.5% | +16.4% | +13.0% |
| 3M | -13.7% | -11.7% | -2.0% | -7.1% |
| 6M | +91.0% | +29.0% | +62.0% | +46.1% |
| YTD | +32.7% | +3.4% | +29.3% | +16.3% |
| 1Y | +13.3% | -4.2% | +17.5% | +2.6% |
| All | +13.3% | -2.7% | +16.0% | +2.6% |
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