+9.5%
SNOW vs RCL
+27.6%
-18.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.1% |
| 7D | -14.5% | +11.7% | -26.2% | -15.6% |
| 30D | -14.3% | +21.1% | -35.4% | -16.2% |
| 3M | -8.3% | +2.9% | -11.1% | -8.9% |
| 6M | +101.5% | +29.8% | +71.7% | +94.7% |
| YTD | +32.5% | +21.4% | +11.1% | +29.4% |
| 1Y | +9.5% | +32.0% | -22.5% | +5.6% |
| All | +9.5% | +27.6% | -18.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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