+124.5%
SLV vs DFNS
-100.0%
+224.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.7% |
| 7D | +5.6% | -42.8% | +48.5% | +5.7% |
| 30D | -12.1% | -67.6% | +55.4% | -12.1% |
| 3M | -16.3% | -94.9% | +78.6% | -16.1% |
| 6M | -34.1% | -96.7% | +62.7% | -34.1% |
| YTD | -25.3% | -99.6% | +74.3% | -25.4% |
| 1Y | +9.6% | -99.7% | +109.3% | +9.4% |
| 3Y | +132.7% | -100.0% | +232.6% | +120.2% |
| 5Y | +113.7% | -100.0% | +213.6% | +115.5% |
| All | +124.5% | -100.0% | +224.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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