+29.6%
SNOW vs RRC
+476.2%
-446.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | -1.0% | +2.7% | -3.6% | -1.6% |
| 3M | +36.9% | +8.8% | +28.0% | +34.3% |
| 6M | +83.4% | -1.2% | +84.5% | +82.9% |
| YTD | +50.0% | +17.6% | +32.4% | +44.2% |
| 1Y | +46.5% | +18.4% | +28.1% | +40.2% |
| 3Y | +93.3% | +33.1% | +60.2% | +78.7% |
| 5Y | +3.3% | +148.2% | -144.9% | -17.1% |
| All | +29.6% | +476.2% | -446.6% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling