+9.5%
SNOW vs O
+8.1%
+1.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | +1.1% |
| 7D | -14.5% | +5.8% | -20.3% | -10.1% |
| 30D | -14.3% | +10.7% | -24.9% | -6.2% |
| 3M | -8.3% | -4.5% | -3.7% | -12.2% |
| 6M | +101.5% | -4.1% | +105.6% | +95.2% |
| YTD | +32.5% | +9.8% | +22.7% | +36.4% |
| 1Y | +9.5% | +11.3% | -1.8% | +10.2% |
| All | +9.5% | +8.1% | +1.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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