+234.2%
SLV vs DKS
+199.7%
+34.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.2% |
| 7D | +2.8% | -2.9% | +5.7% | +3.0% |
| 30D | +2.2% | -37.7% | +39.9% | +5.5% |
| 3M | +2.9% | -38.9% | +41.8% | +6.3% |
| 6M | -22.4% | -31.1% | +8.7% | -20.6% |
| YTD | -5.7% | -31.8% | +26.1% | -3.4% |
| 1Y | +63.3% | -38.0% | +101.4% | +68.2% |
| 3Y | +189.0% | +28.6% | +160.4% | +179.5% |
| 5Y | +172.7% | +12.5% | +160.1% | +161.7% |
| All | +234.2% | +199.7% | +34.5% | +169.2% |
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