+81.3%
SNOW vs DUK
-7.1%
+88.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.8% |
| 7D | +8.4% | -0.1% | +8.5% | +8.2% |
| 30D | -1.0% | +0.2% | -1.2% | -0.6% |
| 3M | +38.3% | -1.9% | +40.2% | +37.8% |
| 6M | +81.3% | -6.5% | +87.8% | +76.5% |
| All | +81.3% | -7.1% | +88.4% | +76.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling