+219.4%
SLV vs JD
+48.3%
+171.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | +6.7% | -13.2% | +19.8% | +8.0% |
| 3M | -10.7% | -3.2% | -7.5% | -10.5% |
| 6M | -20.6% | +15.2% | -35.8% | -21.5% |
| YTD | -7.1% | +2.0% | -9.1% | -7.3% |
| 1Y | +62.0% | -5.4% | +67.4% | +62.5% |
| 3Y | +169.8% | -9.1% | +178.9% | +168.0% |
| 5Y | +161.5% | -59.6% | +221.1% | +167.1% |
| 10Y | +224.4% | +26.2% | +198.2% | +212.6% |
| All | +219.4% | +48.3% | +171.1% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling