+165.7%
SLV vs DLR
+33.9%
+131.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +6.7% | -3.4% | +10.0% | +7.5% |
| 3M | -10.7% | +0.5% | -11.2% | -11.0% |
| 6M | -20.6% | +4.6% | -25.2% | -21.4% |
| YTD | -7.1% | +23.4% | -30.6% | -11.3% |
| 1Y | +62.0% | +19.0% | +43.0% | +55.6% |
| 3Y | +169.8% | +56.5% | +113.3% | +142.3% |
| All | +165.7% | +33.9% | +131.9% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling