+94.8%
SNOW vs ROK
+50.3%
+44.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +8.4% | +0.2% | +8.2% | +8.3% |
| 30D | -1.0% | -1.8% | +0.8% | -0.3% |
| 3M | +38.3% | -7.2% | +45.5% | +41.0% |
| 6M | +81.3% | +14.2% | +67.1% | +64.8% |
| YTD | +51.1% | +10.6% | +40.5% | +39.2% |
| 1Y | +47.0% | +25.9% | +21.1% | +26.1% |
| All | +94.8% | +50.3% | +44.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling