+170.1%
SLV vs DOC
+19.9%
+150.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.5% |
| 7D | -3.9% | +8.7% | -12.6% | -5.5% |
| 30D | -14.5% | +7.6% | -22.1% | -15.8% |
| 3M | -12.4% | -5.3% | -7.1% | -11.5% |
| 6M | -28.5% | +27.6% | -56.1% | -32.3% |
| YTD | -26.8% | +32.4% | -59.2% | -31.2% |
| 1Y | +10.3% | +22.9% | -12.5% | +5.2% |
| 3Y | +122.2% | +43.1% | +79.1% | +103.9% |
| 5Y | +114.4% | -21.4% | +135.7% | +117.5% |
| 10Y | +170.1% | +16.8% | +153.3% | +166.3% |
| All | +170.1% | +19.9% | +150.2% | +166.3% |
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