+333.1%
SLV vs DUK
+495.4%
-162.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -1.7% | +8.4% | +7.0% |
| 3M | -10.7% | -0.4% | -10.2% | -10.9% |
| 6M | -20.6% | -7.2% | -13.4% | -19.7% |
| YTD | -7.1% | +5.3% | -12.4% | -8.4% |
| 1Y | +62.0% | +3.0% | +59.0% | +60.3% |
| 3Y | +169.8% | +53.1% | +116.8% | +144.3% |
| 5Y | +161.5% | +37.9% | +123.5% | +141.0% |
| 10Y | +224.4% | +124.8% | +99.6% | +167.0% |
| All | +333.1% | +495.4% | -162.3% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling