+111.6%
SNOW vs RY
+154.9%
-43.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +2.8% | +3.1% | -0.3% | +1.1% |
| 30D | +6.4% | -0.3% | +6.7% | +6.6% |
| 3M | +38.1% | +8.7% | +29.4% | +30.7% |
| 6M | +100.4% | +28.5% | +71.9% | +68.1% |
| YTD | +53.7% | +25.1% | +28.6% | +31.6% |
| 1Y | +52.0% | +46.3% | +5.7% | +14.8% |
| All | +111.6% | +154.9% | -43.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling