+175.8%
SLV vs DKS
+226.4%
-50.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -5.8% | +6.3% | -12.2% | -6.3% |
| 30D | -12.1% | +9.3% | -21.4% | -12.8% |
| 3M | -24.1% | -25.3% | +1.2% | -22.9% |
| 6M | -44.4% | -29.2% | -15.2% | -43.3% |
| YTD | -31.5% | -22.7% | -8.8% | -30.6% |
| 1Y | -6.9% | -30.1% | +23.2% | -5.1% |
| 3Y | +116.0% | +45.6% | +70.4% | +106.6% |
| 5Y | +88.4% | +28.5% | +60.0% | +78.8% |
| All | +175.8% | +226.4% | -50.6% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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