+102.2%
SNOW vs ROL
+1.0%
+101.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +4.9% | -3.4% | +8.3% | +5.2% |
| 30D | +1.5% | -6.9% | +8.5% | +2.2% |
| 3M | +39.5% | -24.6% | +64.1% | +43.1% |
| 6M | +85.9% | -39.5% | +125.4% | +97.0% |
| YTD | +52.9% | -41.1% | +94.1% | +62.7% |
| 1Y | +48.1% | -37.9% | +86.0% | +55.6% |
| 3Y | +102.2% | +0.8% | +101.4% | +88.0% |
| All | +102.2% | +1.0% | +101.1% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling