+13.3%
SNOW vs OUST
-68.5%
+81.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.0% | +1.8% | -5.7% |
| 7D | -18.4% | -5.0% | -13.3% | -17.8% |
| 30D | -19.8% | -32.0% | +12.3% | -14.6% |
| 3M | -14.9% | -32.4% | +17.4% | -10.1% |
| 6M | +90.2% | +6.7% | +83.5% | +75.0% |
| YTD | +22.9% | +41.0% | -18.2% | +5.4% |
| 1Y | +1.8% | +18.0% | -16.2% | -10.4% |
| 3Y | +79.7% | +560.6% | -480.9% | -11.4% |
| 5Y | -26.1% | -55.1% | +29.0% | -37.3% |
| All | +13.3% | -68.5% | +81.8% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling