+171.4%
SLV vs DOC
+14.9%
+156.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | +6.2% | -7.0% | -1.9% |
| 30D | -15.4% | +6.5% | -21.8% | -16.5% |
| 3M | -16.3% | -6.2% | -10.1% | -15.3% |
| 6M | -28.8% | +25.6% | -54.4% | -32.4% |
| YTD | -27.1% | +32.1% | -59.2% | -31.5% |
| 1Y | +7.5% | +20.3% | -12.8% | +2.9% |
| 3Y | +121.2% | +42.7% | +78.4% | +103.0% |
| 5Y | +110.0% | -22.2% | +132.1% | +113.5% |
| All | +171.4% | +14.9% | +156.5% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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