+86.2%
SNOW vs RL
+254.6%
-168.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.7% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | -21.1% | +7.3% | -28.4% | -22.8% |
| 3M | -11.9% | +1.0% | -12.9% | -12.4% |
| 6M | +91.0% | +11.8% | +79.2% | +82.1% |
| YTD | +32.7% | +13.6% | +19.1% | +24.0% |
| 1Y | +10.8% | +24.0% | -13.3% | -0.8% |
| 3Y | +86.2% | +256.6% | -170.4% | +18.5% |
| All | +86.2% | +254.6% | -168.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling