+48.1%
SNOW vs RL
+11.4%
+36.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +4.9% | +1.9% | +3.0% | +4.8% |
| 30D | +1.5% | -12.2% | +13.7% | +1.2% |
| 3M | +39.5% | -6.6% | +46.2% | +39.2% |
| 6M | +85.9% | +3.2% | +82.7% | +80.4% |
| YTD | +52.9% | -1.3% | +54.2% | +50.9% |
| 1Y | +48.1% | +13.6% | +34.5% | +38.9% |
| All | +48.1% | +11.4% | +36.7% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling