+52.0%
SNOW vs ROL
-35.4%
+87.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +2.8% | -1.4% | +4.2% | +2.7% |
| 30D | +6.4% | -4.1% | +10.5% | +6.0% |
| 3M | +38.1% | -22.5% | +60.6% | +33.9% |
| 6M | +100.4% | -37.7% | +138.1% | +93.1% |
| YTD | +53.7% | -39.6% | +93.3% | +49.9% |
| 1Y | +52.0% | -36.0% | +88.0% | +48.6% |
| All | +52.0% | -35.4% | +87.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling