+390.4%
DDOG vs SLV
+163.9%
+226.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +2.9% | -5.8% | +8.7% | +4.0% |
| 30D | -31.6% | -12.1% | -19.5% | -29.9% |
| 3M | -27.0% | -24.1% | -2.9% | -23.1% |
| 6M | -10.3% | -44.4% | +34.1% | -0.3% |
| YTD | +35.4% | -31.5% | +66.9% | +36.7% |
| 1Y | -1.0% | -6.9% | +6.0% | -8.8% |
| 3Y | +76.7% | +116.0% | -39.4% | +25.3% |
| 5Y | -4.6% | +88.4% | -93.0% | -31.3% |
| All | +390.4% | +163.9% | +226.5% | +175.7% |
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