+148.2%
SLV vs JD
+48.6%
+99.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | +3.7% | +5.2% | -1.5% | +3.2% |
| 30D | -15.2% | +4.5% | -19.7% | -15.5% |
| 3M | -21.8% | -15.4% | -6.3% | -20.6% |
| 6M | -36.3% | -6.0% | -30.3% | -36.1% |
| YTD | -27.8% | +2.2% | -30.0% | -28.0% |
| 1Y | +1.5% | -6.7% | +8.2% | +2.0% |
| 3Y | +128.5% | +20.5% | +108.0% | +123.0% |
| 5Y | +103.2% | -58.4% | +161.7% | +107.2% |
| 10Y | +164.7% | +32.5% | +132.2% | +154.9% |
| All | +148.2% | +48.6% | +99.6% | +145.3% |
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