+3.6%
SNOW vs ROL
-6.0%
+9.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +8.4% | -3.3% | +11.7% | +9.4% |
| 30D | -1.0% | -7.2% | +6.3% | +1.2% |
| 3M | +38.3% | -27.0% | +65.3% | +51.2% |
| 6M | +81.3% | -39.5% | +120.8% | +110.3% |
| YTD | +51.1% | -41.8% | +92.9% | +76.9% |
| 1Y | +47.0% | -38.9% | +85.8% | +68.1% |
| 3Y | +99.7% | -0.4% | +100.1% | +79.1% |
| 5Y | +3.6% | -4.2% | +7.8% | -18.0% |
| All | +3.6% | -6.0% | +9.6% | -18.0% |
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 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