+116.0%
SLV vs DFNS
-100.0%
+216.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -2.2% |
| 7D | -5.8% | -6.0% | +0.1% | -5.8% |
| 30D | -12.1% | -71.2% | +59.1% | -12.1% |
| 3M | -24.1% | -94.5% | +70.4% | -24.0% |
| 6M | -44.4% | -96.5% | +52.2% | -44.4% |
| YTD | -31.5% | -99.6% | +68.1% | -31.6% |
| 1Y | -6.9% | -99.7% | +92.8% | -7.1% |
| 3Y | +116.0% | -100.0% | +216.0% | +108.8% |
| All | +116.0% | -100.0% | +216.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling