+235.3%
SLV vs DLR
+168.0%
+67.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.8% | +2.9% | -0.1% | +2.3% |
| 30D | +2.2% | -1.2% | +3.4% | +2.4% |
| 3M | +2.9% | +2.9% | 0.0% | +2.2% |
| 6M | -22.4% | +6.7% | -29.1% | -23.2% |
| YTD | -5.7% | +23.9% | -29.6% | -9.0% |
| 1Y | +63.3% | +18.6% | +44.7% | +58.6% |
| 3Y | +189.0% | +59.7% | +129.3% | +166.5% |
| 5Y | +172.7% | +42.1% | +130.6% | +151.0% |
| 10Y | +235.3% | +176.7% | +58.6% | +183.0% |
| All | +235.3% | +168.0% | +67.3% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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