-22.7%
SNOW vs ROL
+16.0%
-38.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +0.2% | +7.5% | -7.4% | -1.8% |
| 30D | -21.1% | +21.1% | -42.2% | -25.4% |
| 3M | -11.9% | +3.1% | -15.1% | -12.8% |
| 6M | +91.0% | -27.4% | +118.4% | +110.4% |
| YTD | +32.7% | -34.7% | +67.4% | +51.2% |
| 1Y | +10.8% | -32.9% | +43.7% | +24.7% |
| 3Y | +86.2% | +6.1% | +80.1% | +63.0% |
| 5Y | -22.7% | +16.3% | -39.1% | -38.4% |
| All | -22.7% | +16.0% | -38.7% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling