+30.5%
SNOW vs RCL
+294.6%
-264.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +8.4% | -2.2% | +10.6% | +9.3% |
| 30D | -1.0% | -15.7% | +14.7% | +5.3% |
| 3M | +38.3% | -8.0% | +46.3% | +41.3% |
| 6M | +81.3% | -10.1% | +91.4% | +85.0% |
| YTD | +51.1% | -5.9% | +57.0% | +48.5% |
| 1Y | +47.0% | -23.5% | +70.4% | +55.6% |
| 3Y | +99.7% | +174.4% | -74.6% | +23.6% |
| 5Y | +3.6% | +227.1% | -223.5% | -46.0% |
| All | +30.5% | +294.6% | -264.1% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling