+175.8%
SLV vs DLR
+188.2%
-12.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -5.8% | +3.3% | -9.2% | -6.4% |
| 30D | -12.1% | +4.6% | -16.7% | -12.9% |
| 3M | -24.1% | -8.3% | -15.8% | -22.9% |
| 6M | -44.4% | -5.6% | -38.8% | -43.9% |
| YTD | -31.5% | +18.7% | -50.2% | -33.3% |
| 1Y | -6.9% | +17.1% | -24.0% | -9.2% |
| 3Y | +116.0% | +54.4% | +61.7% | +100.6% |
| 5Y | +88.4% | +36.5% | +52.0% | +74.8% |
| All | +175.8% | +188.2% | -12.4% | +124.8% |
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