+122.3%
SLV vs DLR
+44.1%
+78.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +5.1% | -3.6% | +8.7% | +6.2% |
| 30D | -12.9% | -3.5% | -9.4% | -12.0% |
| 3M | -16.1% | -8.9% | -7.2% | -13.7% |
| 6M | -33.2% | -11.6% | -21.6% | -30.8% |
| YTD | -27.2% | +14.9% | -42.1% | -29.2% |
| 1Y | +7.6% | +6.4% | +1.2% | +6.2% |
| 3Y | +122.3% | +47.3% | +75.1% | +97.2% |
| All | +122.3% | +44.1% | +78.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling