+32.8%
SNOW vs ROL
+5.9%
+26.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +6.4% | -4.1% | +10.5% | +7.8% |
| 3M | +38.1% | -22.5% | +60.6% | +49.5% |
| 6M | +100.4% | -37.7% | +138.1% | +133.6% |
| YTD | +53.7% | -39.6% | +93.3% | +80.5% |
| 1Y | +52.0% | -36.0% | +88.0% | +73.4% |
| 3Y | +114.7% | -5.1% | +119.8% | +100.3% |
| 5Y | +8.8% | -3.4% | +12.1% | -5.1% |
| All | +32.8% | +5.9% | +26.8% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling