+165.7%
SLV vs JD
-60.2%
+226.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -0.3% | -1.7% | +1.3% | -0.1% |
| 30D | +6.7% | -13.2% | +19.8% | +8.4% |
| 3M | -10.7% | -3.2% | -7.5% | -10.5% |
| 6M | -20.6% | +15.2% | -35.8% | -21.8% |
| YTD | -7.1% | +2.0% | -9.1% | -7.3% |
| 1Y | +62.0% | -5.4% | +67.4% | +62.6% |
| 3Y | +169.8% | -9.1% | +178.9% | +167.6% |
| All | +165.7% | -60.2% | +226.0% | +173.9% |
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