+95.0%
SLV vs DOCS
-21.0%
+116.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +5.1% | -0.8% | +5.9% | +5.1% |
| 30D | -12.9% | +17.4% | -30.3% | -13.6% |
| 3M | -16.1% | +57.4% | -73.4% | -18.1% |
| 6M | -33.2% | +26.5% | -59.7% | -34.2% |
| YTD | -27.2% | -26.6% | -0.7% | -26.6% |
| 1Y | +7.6% | -48.1% | +55.7% | +10.3% |
| 3Y | +122.3% | +52.6% | +69.7% | +111.4% |
| 5Y | +109.7% | -52.1% | +161.8% | +104.4% |
| All | +95.0% | -21.0% | +116.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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