+33.5%
SNOW vs OSCR
-9.5%
+43.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -7.5% | +1.1% | -8.6% | -7.7% |
| 30D | -1.3% | +16.5% | -17.8% | -4.5% |
| 3M | +37.4% | +17.0% | +20.5% | +32.1% |
| 6M | +88.1% | +145.0% | -56.9% | +54.2% |
| YTD | +50.3% | +126.7% | -76.4% | +24.6% |
| 1Y | +46.0% | +67.2% | -21.3% | +26.0% |
| 3Y | +98.7% | +405.1% | -306.4% | +11.8% |
| 5Y | +3.5% | +86.2% | -82.7% | -38.4% |
| All | +33.5% | -9.5% | +43.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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