+30.5%
SNOW vs RL
+358.0%
-327.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.1% |
| 7D | +8.4% | -0.3% | +8.6% | +8.5% |
| 30D | -1.0% | -17.5% | +16.6% | +6.5% |
| 3M | +38.3% | -14.0% | +52.3% | +45.6% |
| 6M | +81.3% | -2.0% | +83.3% | +77.2% |
| YTD | +51.1% | -4.6% | +55.7% | +49.1% |
| 1Y | +47.0% | +9.5% | +37.5% | +35.9% |
| 3Y | +99.7% | +200.5% | -100.7% | +15.3% |
| 5Y | +3.6% | +226.3% | -222.7% | -44.0% |
| All | +30.5% | +358.0% | -327.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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