+84.4%
SNOW vs OUST
+729.1%
-644.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +0.2% | +31.9% | -31.6% | -3.0% |
| 30D | -19.8% | -4.2% | -15.6% | -19.8% |
| 3M | -11.6% | -9.3% | -2.4% | -11.5% |
| 6M | +94.0% | +51.7% | +42.3% | +78.0% |
| YTD | +34.8% | +76.6% | -41.8% | +19.4% |
| 1Y | +10.1% | +48.9% | -38.7% | -1.0% |
| 3Y | +84.4% | +675.3% | -590.9% | +26.6% |
| All | +84.4% | +729.1% | -644.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 3y: compounded portfolio wealth divided by compounded OUST 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…
3y analysis · Full analysis span regression · 6 months rolling