+289.7%
SLV vs DBX
+19.3%
+270.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +2.9% | +26.1% | -23.2% | +1.2% |
| 6M | -22.4% | +29.4% | -51.8% | -24.0% |
| YTD | -5.7% | +24.4% | -30.2% | -7.4% |
| 1Y | +63.3% | +10.9% | +52.4% | +61.6% |
| 3Y | +189.0% | +24.1% | +164.9% | +180.6% |
| 5Y | +172.7% | +7.8% | +164.9% | +164.3% |
| All | +289.7% | +19.3% | +270.5% | +264.9% |
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