+219.5%
SLV vs DUK
+545.1%
-325.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | -24.1% | +5.6% | -29.7% | -25.0% |
| 6M | -44.4% | +7.0% | -51.4% | -45.3% |
| YTD | -31.5% | +14.0% | -45.5% | -33.5% |
| 1Y | -6.9% | +9.1% | -16.0% | -8.9% |
| 3Y | +116.0% | +67.6% | +48.4% | +92.1% |
| 5Y | +88.4% | +56.6% | +31.8% | +69.5% |
| 10Y | +167.9% | +159.8% | +8.1% | +114.2% |
| All | +219.5% | +545.1% | -325.6% | +96.8% |
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