+378.3%
DDOG vs SLV
+187.9%
+190.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.2% |
| 7D | -16.9% | +5.6% | -22.5% | -17.9% |
| 30D | -38.8% | -12.1% | -26.6% | -37.2% |
| 3M | -23.2% | -16.3% | -6.9% | -20.6% |
| 6M | -10.3% | -34.1% | +23.8% | -3.5% |
| YTD | +32.1% | -25.3% | +57.4% | +31.2% |
| 1Y | -6.1% | +9.6% | -15.7% | -16.8% |
| 3Y | +79.2% | +132.7% | -53.5% | +25.4% |
| 5Y | -8.6% | +113.7% | -122.3% | -35.9% |
| All | +378.3% | +187.9% | +190.4% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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