+16.5%
SNOW vs RCL
+419.3%
-402.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +0.2% | +8.5% | -8.3% | -2.7% |
| 30D | -19.8% | +20.4% | -40.2% | -25.3% |
| 3M | -11.6% | +11.0% | -22.6% | -15.5% |
| 6M | +94.0% | +24.9% | +69.2% | +76.1% |
| YTD | +34.8% | +23.9% | +11.0% | +19.2% |
| 1Y | +10.1% | +30.8% | -20.7% | -5.1% |
| 3Y | +84.4% | +270.4% | -186.0% | +1.7% |
| 5Y | -18.1% | +296.1% | -314.2% | -61.3% |
| All | +16.5% | +419.3% | -402.9% | -41.1% |
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