+32.1%
SNOW vs RVMD
+634.9%
-602.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | +1.5% | +1.1% | +0.5% | +1.2% |
| 3M | +39.5% | +39.6% | -0.1% | +28.2% |
| 6M | +85.9% | +110.7% | -24.8% | +51.8% |
| YTD | +52.9% | +160.3% | -107.3% | +15.7% |
| 1Y | +48.1% | +404.9% | -356.8% | -6.8% |
| 3Y | +102.2% | +545.5% | -443.3% | +10.4% |
| 5Y | +5.5% | +584.7% | -579.2% | -50.5% |
| All | +32.1% | +634.9% | -602.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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