+216.5%
SLV vs DUK
+129.3%
+87.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | -5.0% | -1.7% | -3.4% | -4.8% |
| 30D | -1.8% | -2.2% | +0.5% | -1.4% |
| 3M | -0.3% | -3.7% | +3.4% | +0.2% |
| 6M | -28.2% | -6.3% | -21.9% | -27.5% |
| YTD | -10.7% | +4.5% | -15.3% | -11.9% |
| 1Y | +53.7% | +1.8% | +51.9% | +52.4% |
| 3Y | +173.7% | +46.8% | +126.9% | +149.2% |
| 5Y | +161.5% | +40.2% | +121.2% | +140.0% |
| All | +216.5% | +129.3% | +87.1% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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