-22.7%
SNOW vs RL
+240.9%
-263.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +2.7% |
| 7D | +0.2% | +0.2% | -0.1% | 0.0% |
| 30D | -21.1% | +7.3% | -28.4% | -23.8% |
| 3M | -11.9% | +1.0% | -12.9% | -12.7% |
| 6M | +91.0% | +11.8% | +79.2% | +76.7% |
| YTD | +32.7% | +13.6% | +19.1% | +19.2% |
| 1Y | +10.8% | +24.0% | -13.3% | -5.8% |
| 3Y | +86.2% | +256.6% | -170.4% | -23.7% |
| 5Y | -22.7% | +240.2% | -262.9% | -70.4% |
| All | -22.7% | +240.9% | -263.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling