+46.0%
SNOW vs RIO
+67.4%
-21.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | 0.0% |
| 7D | -7.5% | -3.4% | -4.1% | -7.1% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | +37.4% | +2.5% | +34.9% | +36.8% |
| 6M | +88.1% | +10.8% | +77.3% | +81.7% |
| YTD | +50.3% | +30.5% | +19.8% | +32.6% |
| 1Y | +46.0% | +68.1% | -22.1% | +8.7% |
| All | +46.0% | +67.4% | -21.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling