+29.6%
SNOW vs ROK
+108.6%
-79.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -1.0% | -4.8% | +3.8% | +1.6% |
| 3M | +36.9% | -6.1% | +42.9% | +39.9% |
| 6M | +83.4% | +15.5% | +67.9% | +62.1% |
| YTD | +50.0% | +11.2% | +38.8% | +35.2% |
| 1Y | +46.5% | +23.8% | +22.7% | +23.1% |
| 3Y | +93.3% | +53.1% | +40.2% | +34.8% |
| 5Y | +3.3% | +48.3% | -45.0% | -31.3% |
| All | +29.6% | +108.6% | -79.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling