+227.8%
SLV vs DD
+69.3%
+158.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +3.3% | -7.4% | +10.7% | +4.9% |
| 3M | -3.6% | -6.4% | +2.8% | -2.2% |
| 6M | -21.8% | -2.5% | -19.3% | -21.2% |
| YTD | -7.8% | +10.2% | -18.1% | -8.6% |
| 1Y | +58.3% | +36.9% | +21.3% | +51.8% |
| 3Y | +182.6% | +47.0% | +135.6% | +166.1% |
| 5Y | +167.8% | +63.1% | +104.6% | +145.0% |
| All | +227.8% | +69.3% | +158.5% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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