+333.1%
SLV vs DLR
+1,407.1%
-1,074.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | +6.7% | -3.4% | +10.0% | +7.1% |
| 3M | -10.7% | +0.5% | -11.2% | -10.8% |
| 6M | -20.6% | +4.6% | -25.2% | -21.0% |
| YTD | -7.1% | +23.4% | -30.6% | -9.4% |
| 1Y | +62.0% | +19.0% | +43.0% | +58.6% |
| 3Y | +169.8% | +56.5% | +113.3% | +154.7% |
| 5Y | +161.5% | +33.3% | +128.1% | +148.4% |
| 10Y | +224.4% | +165.1% | +59.3% | +184.6% |
| All | +333.1% | +1,407.1% | -1,074.0% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling