+5.5%
SNOW vs RCL
+234.0%
-228.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | +1.5% | -17.3% | +18.9% | +10.4% |
| 3M | +39.5% | -2.8% | +42.3% | +39.4% |
| 6M | +85.9% | -4.4% | +90.3% | +84.6% |
| YTD | +52.9% | -4.2% | +57.1% | +47.7% |
| 1Y | +48.1% | -23.4% | +71.5% | +58.6% |
| 3Y | +102.2% | +179.4% | -77.2% | +2.4% |
| 5Y | +5.5% | +238.8% | -233.3% | -56.6% |
| All | +5.5% | +234.0% | -228.5% | -56.6% |
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 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