+110.9%
SNOW vs RL
+214.6%
-103.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.0% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | +6.4% | -7.8% | +14.2% | +9.0% |
| 3M | +38.1% | -4.0% | +42.1% | +38.8% |
| 6M | +100.4% | -1.9% | +102.3% | +96.4% |
| YTD | +53.7% | -0.2% | +53.9% | +49.3% |
| 1Y | +52.0% | +10.7% | +41.3% | +40.3% |
| All | +110.9% | +214.6% | -103.7% | +22.6% |
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