+94.8%
SNOW vs RNG
+122.1%
-27.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +8.4% | -4.1% | +12.4% | +10.0% |
| 30D | -1.0% | +8.6% | -9.6% | -3.3% |
| 3M | +38.3% | +78.0% | -39.7% | +14.3% |
| 6M | +81.3% | +67.0% | +14.3% | +52.1% |
| YTD | +51.1% | +142.4% | -91.3% | +11.6% |
| 1Y | +47.0% | +120.4% | -73.5% | +11.3% |
| All | +94.8% | +122.1% | -27.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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