+9.5%
SNOW vs DUK
+7.9%
+1.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | +0.6% |
| 7D | -14.5% | +4.9% | -19.4% | -10.9% |
| 30D | -14.3% | +13.8% | -28.1% | -4.5% |
| 3M | -8.3% | +5.2% | -13.5% | -3.9% |
| 6M | +101.5% | +3.5% | +98.1% | +111.0% |
| YTD | +32.5% | +13.5% | +19.0% | +47.8% |
| 1Y | +9.5% | +8.3% | +1.2% | +18.4% |
| All | +9.5% | +7.9% | +1.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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