+100.4%
SNOW vs RL
-2.7%
+103.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -5.0% |
| 7D | +2.8% | -0.8% | +3.6% | +2.4% |
| 30D | +6.4% | -7.8% | +14.2% | +4.3% |
| 3M | +38.1% | -4.0% | +42.1% | +37.7% |
| 6M | +100.4% | -1.9% | +102.3% | +98.2% |
| All | +100.4% | -2.7% | +103.1% | +98.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling