+46.0%
SNOW vs ROL
-38.5%
+84.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -7.5% | -3.2% | -4.3% | -7.8% |
| 30D | -1.3% | -6.6% | +5.3% | -1.9% |
| 3M | +37.4% | -27.3% | +64.7% | +32.2% |
| 6M | +88.1% | -38.1% | +126.2% | +80.5% |
| YTD | +50.3% | -41.8% | +92.1% | +46.2% |
| 1Y | +46.0% | -37.8% | +83.8% | +42.2% |
| All | +46.0% | -38.5% | +84.5% | +42.2% |
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