+179.0%
SLV vs DFNS
-99.9%
+278.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | -16.0% | +15.7% | -0.3% |
| 30D | +6.7% | -77.7% | +84.4% | +6.8% |
| 3M | -10.7% | -77.2% | +66.5% | -10.8% |
| 6M | -20.6% | -95.2% | +74.6% | -20.8% |
| YTD | -7.1% | -98.0% | +90.8% | -7.4% |
| 1Y | +62.0% | -98.3% | +160.2% | +61.6% |
| 3Y | +169.8% | -99.9% | +269.7% | +155.5% |
| 5Y | +161.5% | -99.9% | +261.3% | +164.4% |
| All | +179.0% | -99.9% | +278.9% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling