+128.5%
SLV vs DKS
+43.3%
+85.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | +3.7% | +9.4% | -5.8% | +2.7% |
| 30D | -15.2% | +9.8% | -24.9% | -16.1% |
| 3M | -21.8% | -29.3% | +7.5% | -19.4% |
| 6M | -36.3% | -32.6% | -3.8% | -34.1% |
| YTD | -27.8% | -22.6% | -5.3% | -26.5% |
| 1Y | +1.5% | -29.8% | +31.3% | +4.2% |
| 3Y | +128.5% | +43.2% | +85.3% | +101.1% |
| All | +128.5% | +43.3% | +85.2% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling