+102.2%
SNOW vs DT
+3.8%
+98.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +2.0% |
| 7D | +4.9% | -4.9% | +9.8% | +9.5% |
| 30D | +1.5% | +2.7% | -1.2% | -0.5% |
| 3M | +39.5% | +20.0% | +19.6% | +18.9% |
| 6M | +85.9% | +28.0% | +57.9% | +50.2% |
| YTD | +52.9% | +16.0% | +36.9% | +33.3% |
| 1Y | +48.1% | +0.7% | +47.4% | +42.3% |
| 3Y | +102.2% | +6.2% | +96.0% | +81.7% |
| All | +102.2% | +3.8% | +98.4% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling