+333.1%
SLV vs DAR
+1,433.9%
-1,100.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +6.7% | +12.8% | -6.1% | +4.8% |
| 3M | -10.7% | +7.4% | -18.1% | -11.8% |
| 6M | -20.6% | +22.3% | -42.9% | -23.1% |
| YTD | -7.1% | +81.1% | -88.2% | -14.8% |
| 1Y | +62.0% | +106.5% | -44.5% | +45.7% |
| 3Y | +169.8% | +5.3% | +164.5% | +160.4% |
| 5Y | +161.5% | -11.5% | +173.0% | +153.7% |
| 10Y | +224.4% | +353.3% | -128.9% | +143.4% |
| All | +333.1% | +1,433.9% | -1,100.8% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling