+32.8%
SNOW vs DT
+28.5%
+4.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.1% |
| 7D | +2.8% | -3.3% | +6.1% | +6.1% |
| 30D | +6.4% | +2.0% | +4.4% | +4.6% |
| 3M | +38.1% | +20.0% | +18.1% | +17.5% |
| 6M | +100.4% | +39.3% | +61.1% | +51.2% |
| YTD | +53.7% | +19.8% | +34.0% | +31.4% |
| 1Y | +52.0% | +4.3% | +47.7% | +43.7% |
| 3Y | +114.7% | +7.7% | +107.0% | +94.0% |
| 5Y | +8.8% | -26.8% | +35.6% | +18.1% |
| All | +32.8% | +28.5% | +4.3% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling