+333.1%
SLV vs DD
+220.0%
+113.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | +6.7% | -10.3% | +17.0% | +8.9% |
| 3M | -10.7% | -7.5% | -3.1% | -9.3% |
| 6M | -20.6% | -8.0% | -12.6% | -19.2% |
| YTD | -7.1% | +10.5% | -17.6% | -8.2% |
| 1Y | +62.0% | +38.3% | +23.7% | +53.9% |
| 3Y | +169.8% | +42.5% | +127.3% | +152.6% |
| 5Y | +161.5% | +60.2% | +101.3% | +137.0% |
| 10Y | +224.4% | +68.9% | +155.5% | +178.6% |
| All | +333.1% | +220.0% | +113.1% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling