+218.5%
SLV vs DXCM
+272.3%
-53.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | +6.7% | +6.3% | +0.3% | +6.2% |
| 3M | -10.7% | +21.1% | -31.8% | -12.0% |
| 6M | -20.6% | +20.6% | -41.2% | -21.9% |
| YTD | -7.1% | +32.4% | -39.6% | -9.1% |
| 1Y | +62.0% | +8.8% | +53.1% | +60.1% |
| 3Y | +169.8% | -13.7% | +183.6% | +165.8% |
| 5Y | +161.5% | -35.2% | +196.6% | +158.6% |
| All | +218.5% | +272.3% | -53.7% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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