-26.1%
SNOW vs RCL
+292.5%
-318.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +5.5% | -1.2% | +6.7% | +6.0% |
| 30D | -13.2% | +17.8% | -31.0% | -19.8% |
| 3M | -13.7% | +4.9% | -18.7% | -16.4% |
| 6M | +91.0% | +23.7% | +67.3% | +69.4% |
| YTD | +32.7% | +17.8% | +14.8% | +15.4% |
| 1Y | +13.3% | +28.9% | -15.7% | -6.7% |
| 3Y | +83.4% | +241.9% | -158.5% | -17.7% |
| All | -26.1% | +292.5% | -318.6% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling