+175.9%
SLV vs DLR
+174.9%
+0.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.1% |
| 7D | +5.6% | +2.4% | +3.3% | +5.1% |
| 30D | -12.1% | +0.7% | -12.9% | -12.3% |
| 3M | -16.3% | -6.4% | -9.8% | -15.3% |
| 6M | -34.1% | -6.5% | -27.5% | -33.3% |
| YTD | -25.3% | +18.8% | -44.1% | -27.3% |
| 1Y | +9.6% | +9.0% | +0.6% | +8.1% |
| 3Y | +132.7% | +54.5% | +78.2% | +116.2% |
| 5Y | +113.7% | +35.8% | +77.8% | +98.4% |
| 10Y | +175.9% | +177.5% | -1.6% | +131.5% |
| All | +175.9% | +174.9% | +0.9% | +131.5% |
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