+218.9%
SLV vs DAL
+128.9%
+90.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +2.5% | +3.4% | -0.9% | +2.2% |
| 30D | +3.3% | -13.6% | +16.8% | +4.7% |
| 3M | -3.6% | +1.2% | -4.8% | -3.9% |
| 6M | -21.8% | +34.5% | -56.3% | -24.1% |
| YTD | -7.8% | +14.7% | -22.5% | -9.4% |
| 1Y | +58.3% | +29.2% | +29.0% | +53.8% |
| 3Y | +182.6% | +100.0% | +82.6% | +160.5% |
| 5Y | +167.8% | +106.3% | +61.5% | +142.9% |
| 10Y | +218.9% | +126.4% | +92.5% | +164.2% |
| All | +218.9% | +128.9% | +90.0% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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