+9.5%
SNOW vs RRC
+44.7%
-35.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | -14.5% | -6.8% | -7.7% | -14.0% |
| 30D | -14.3% | +34.7% | -49.0% | -16.2% |
| 3M | -8.3% | +31.5% | -39.8% | -10.4% |
| 6M | +101.5% | +21.8% | +79.7% | +96.9% |
| YTD | +32.5% | +48.9% | -16.4% | +26.7% |
| 1Y | +9.5% | +42.1% | -32.6% | +6.5% |
| All | +9.5% | +44.7% | -35.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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