+30.6%
ORCL vs SLV
+107.9%
-77.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +5.1% | -16.2% | -12.2% |
| 30D | -18.8% | -12.9% | -5.9% | -16.4% |
| 3M | -18.8% | -16.1% | -2.7% | -15.7% |
| 6M | -39.7% | -33.2% | -6.6% | -35.2% |
| YTD | -39.6% | -27.2% | -12.4% | -38.1% |
| 1Y | -51.7% | +7.6% | -59.4% | -54.5% |
| 3Y | +10.2% | +122.3% | -112.1% | -9.7% |
| All | +30.6% | +107.9% | -77.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling