+30.5%
SNOW vs DUK
+78.6%
-48.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | +8.4% | -0.1% | +8.5% | +8.3% |
| 30D | -1.0% | +0.2% | -1.2% | -0.9% |
| 3M | +38.3% | -1.9% | +40.2% | +37.8% |
| 6M | +81.3% | -6.5% | +87.8% | +79.4% |
| YTD | +51.1% | +5.4% | +45.7% | +53.2% |
| 1Y | +47.0% | +3.6% | +43.4% | +48.5% |
| 3Y | +99.7% | +48.1% | +51.6% | +112.3% |
| 5Y | +3.6% | +39.6% | -36.0% | +9.9% |
| All | +30.5% | +78.6% | -48.1% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling