+3.6%
SNOW vs ROK
+45.0%
-41.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +8.4% | +0.2% | +8.2% | +8.3% |
| 30D | -1.0% | -1.8% | +0.8% | 0.0% |
| 3M | +38.3% | -7.2% | +45.5% | +42.2% |
| 6M | +81.3% | +14.2% | +67.1% | +60.3% |
| YTD | +51.1% | +10.6% | +40.5% | +35.7% |
| 1Y | +47.0% | +25.9% | +21.1% | +20.5% |
| 3Y | +99.7% | +50.8% | +49.0% | +36.8% |
| 5Y | +3.6% | +47.0% | -43.4% | -27.8% |
| All | +3.6% | +45.0% | -41.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling