+183.2%
SLV vs DBX
+15.6%
+167.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | -3.3% | -2.6% | -5.7% |
| 30D | -12.1% | -5.9% | -6.3% | -11.8% |
| 3M | -24.1% | -6.7% | -17.4% | -23.9% |
| 6M | -44.4% | +28.0% | -72.4% | -45.4% |
| YTD | -31.5% | +20.6% | -52.1% | -32.7% |
| 1Y | -6.9% | +10.3% | -17.2% | -8.0% |
| 3Y | +116.0% | +24.0% | +92.0% | +109.4% |
| 5Y | +88.4% | +24.2% | +64.2% | +80.9% |
| All | +183.2% | +15.6% | +167.6% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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