+333.1%
SLV vs DOC
+154.1%
+179.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.3% | -1.5% | +1.1% | -0.1% |
| 30D | +6.7% | -4.8% | +11.5% | +7.4% |
| 3M | -10.7% | +6.9% | -17.6% | -11.6% |
| 6M | -20.6% | +20.7% | -41.3% | -22.7% |
| YTD | -7.1% | +34.1% | -41.3% | -10.8% |
| 1Y | +62.0% | +22.6% | +39.3% | +57.1% |
| 3Y | +169.8% | +20.8% | +149.0% | +160.7% |
| 5Y | +161.5% | -24.9% | +186.3% | +165.9% |
| 10Y | +224.4% | -1.8% | +226.2% | +214.2% |
| All | +333.1% | +154.1% | +179.0% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling