+57.3%
DRAM vs SLV
-29.0%
+86.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | +0.3% |
| 7D | +18.0% | -3.9% | +21.8% | +22.3% |
| 30D | -17.4% | -15.6% | -1.7% | -3.6% |
| 3M | -20.3% | -23.6% | +3.3% | +1.6% |
| 6M | -14.9% | -42.6% | +27.7% | +33.0% |
| All | +57.3% | -29.0% | +86.3% | +120.3% |
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