+122.3%
SLV vs JD
+16.8%
+105.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | +5.1% | +13.4% | -8.3% | +2.6% |
| 30D | -12.9% | +7.7% | -20.6% | -14.2% |
| 3M | -16.1% | -11.3% | -4.8% | -14.2% |
| 6M | -33.2% | -5.1% | -28.0% | -32.7% |
| YTD | -27.2% | +5.0% | -32.3% | -28.0% |
| 1Y | +7.6% | -5.6% | +13.3% | +8.1% |
| 3Y | +122.3% | +17.8% | +104.6% | +112.2% |
| All | +122.3% | +16.8% | +105.6% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling