+92.7%
SLV vs JD
-62.7%
+155.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -3.9% | -4.0% | +0.2% | -3.4% |
| 30D | -15.6% | +2.7% | -18.3% | -15.9% |
| 3M | -23.6% | -13.0% | -10.6% | -22.4% |
| 6M | -42.6% | -12.7% | -29.9% | -41.8% |
| YTD | -30.0% | -0.8% | -29.2% | -29.9% |
| 1Y | -6.6% | -8.9% | +2.3% | -5.8% |
| 3Y | +121.8% | +17.0% | +104.8% | +117.0% |
| 5Y | +92.7% | -63.5% | +156.2% | +89.6% |
| All | +92.7% | -62.7% | +155.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling