+1.8%
SNOW vs RBRK
+46.1%
-44.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -11.1% | +3.9% | -1.5% |
| 7D | -18.4% | -20.9% | +2.5% | -7.9% |
| 30D | -19.8% | -15.9% | -3.8% | -12.2% |
| 3M | -14.9% | +24.7% | -39.6% | -26.4% |
| 6M | +90.2% | +85.1% | +5.1% | +31.5% |
| YTD | +22.9% | +38.3% | -15.4% | -14.9% |
| 1Y | +1.8% | +46.2% | -44.4% | -28.8% |
| All | +1.8% | +46.1% | -44.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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