+32.8%
SNOW vs RCAT
+1,129.1%
-1,096.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.3% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | +6.4% | -3.3% | +9.8% | +6.5% |
| 3M | +38.1% | -43.2% | +81.3% | +40.5% |
| 6M | +100.4% | -43.2% | +143.6% | +103.0% |
| YTD | +53.7% | +5.5% | +48.2% | +53.4% |
| 1Y | +52.0% | -1.6% | +53.6% | +51.3% |
| 3Y | +114.7% | +773.7% | -659.0% | +110.1% |
| 5Y | +8.8% | +187.6% | -178.9% | +5.8% |
| All | +32.8% | +1,129.1% | -1,096.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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