+333.1%
SLV vs DKS
+826.8%
-493.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.5% |
| 30D | +6.7% | -30.5% | +37.2% | +9.0% |
| 3M | -10.7% | -35.7% | +25.0% | -8.2% |
| 6M | -20.6% | -29.7% | +9.1% | -19.0% |
| YTD | -7.1% | -28.9% | +21.7% | -5.3% |
| 1Y | +62.0% | -35.9% | +97.9% | +66.1% |
| 3Y | +169.8% | +28.2% | +141.7% | +161.0% |
| 5Y | +161.5% | +11.8% | +149.6% | +151.2% |
| 10Y | +224.4% | +211.6% | +12.8% | +176.8% |
| All | +333.1% | +826.8% | -493.7% | +218.9% |
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