+184.2%
SLV vs DD
+46.1%
+138.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +1.1% |
| 30D | +6.7% | -10.3% | +17.0% | +11.4% |
| 3M | -10.7% | -7.5% | -3.1% | -7.8% |
| 6M | -20.6% | -8.0% | -12.6% | -17.9% |
| YTD | -7.1% | +10.5% | -17.6% | -7.9% |
| 1Y | +62.0% | +38.3% | +23.7% | +52.3% |
| All | +184.2% | +46.1% | +138.0% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling