+189.6%
SLV vs DBX
+15.6%
+174.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.3% |
| 7D | -3.9% | -6.3% | +2.4% | -3.5% |
| 30D | -15.6% | -5.9% | -9.8% | -15.4% |
| 3M | -23.6% | -0.4% | -23.2% | -23.7% |
| 6M | -42.6% | +29.8% | -72.4% | -43.7% |
| YTD | -30.0% | +20.5% | -50.5% | -31.2% |
| 1Y | -6.6% | +8.7% | -15.3% | -7.5% |
| 3Y | +121.8% | +25.9% | +95.9% | +114.8% |
| 5Y | +92.7% | +24.2% | +68.5% | +85.0% |
| All | +189.6% | +15.6% | +174.1% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling