+14.7%
SNOW vs RRC
+584.0%
-569.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | +0.2% | -10.3% | +10.5% | +2.3% |
| 30D | -21.1% | +19.5% | -40.5% | -24.0% |
| 3M | -11.9% | +27.9% | -39.8% | -16.6% |
| 6M | +91.0% | +21.2% | +69.8% | +82.6% |
| YTD | +32.7% | +39.6% | -6.8% | +22.8% |
| 1Y | +10.8% | +31.3% | -20.5% | +3.6% |
| 3Y | +86.2% | +51.9% | +34.3% | +67.3% |
| 5Y | -22.7% | +110.2% | -132.9% | -36.9% |
| All | +14.7% | +584.0% | -569.4% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling