+89.9%
SLV vs DUK
+56.0%
+33.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -5.8% | +1.9% | -7.8% | -6.2% |
| 30D | -12.1% | +8.9% | -21.0% | -13.5% |
| 3M | -24.1% | +5.6% | -29.7% | -24.9% |
| 6M | -44.4% | +7.0% | -51.4% | -45.3% |
| YTD | -31.5% | +14.0% | -45.5% | -33.8% |
| 1Y | -6.9% | +9.1% | -16.0% | -9.2% |
| 3Y | +116.0% | +67.6% | +48.4% | +79.2% |
| All | +89.9% | +56.0% | +33.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling