+236.5%
SLV vs DKS
+908.6%
-672.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | +3.7% | +9.4% | -5.8% | +3.0% |
| 30D | -15.2% | +9.8% | -24.9% | -15.8% |
| 3M | -21.8% | -29.3% | +7.5% | -20.2% |
| 6M | -36.3% | -32.6% | -3.8% | -34.9% |
| YTD | -27.8% | -22.6% | -5.3% | -27.0% |
| 1Y | +1.5% | -29.8% | +31.3% | +3.4% |
| 3Y | +128.5% | +43.2% | +85.3% | +119.1% |
| 5Y | +103.2% | +29.8% | +73.4% | +93.1% |
| 10Y | +164.7% | +236.7% | -72.0% | +124.4% |
| All | +236.5% | +908.6% | -672.1% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling