+14.6%
SNOW vs RIO
+99.5%
-84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +5.5% | -0.9% | +6.4% | +5.8% |
| 30D | -13.2% | -9.1% | -4.1% | -10.3% |
| 3M | -13.7% | -13.7% | -0.1% | -9.5% |
| 6M | +91.0% | -24.3% | +115.3% | +108.6% |
| YTD | +32.7% | +8.9% | +23.8% | +25.4% |
| 1Y | +13.3% | +22.7% | -9.4% | +2.3% |
| 3Y | +83.4% | +51.2% | +32.2% | +50.9% |
| 5Y | -24.7% | +88.1% | -112.8% | -42.3% |
| All | +14.6% | +99.5% | -84.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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