+107.1%
SLV vs DOCN
+88.7%
+18.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.1% |
| 7D | +5.6% | -12.8% | +18.4% | +6.5% |
| 30D | -12.1% | -41.9% | +29.8% | -8.7% |
| 3M | -16.3% | -36.9% | +20.7% | -13.8% |
| 6M | -34.1% | -52.2% | +18.2% | -31.1% |
| YTD | -25.3% | +62.7% | -88.0% | -28.7% |
| 1Y | +9.6% | +58.2% | -48.6% | +4.7% |
| 3Y | +132.7% | +219.5% | -86.8% | +109.0% |
| 5Y | +113.7% | -32.9% | +146.5% | +101.6% |
| All | +107.1% | +88.7% | +18.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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