+182.0%
SLV vs RCL
+338.4%
-156.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -2.9% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | -15.6% | +14.4% | -30.0% | -16.6% |
| 3M | -23.6% | +5.2% | -28.8% | -24.0% |
| 6M | -42.6% | +26.1% | -68.7% | -43.8% |
| YTD | -30.0% | +17.4% | -47.3% | -31.1% |
| 1Y | -6.6% | +24.7% | -31.3% | -8.6% |
| 3Y | +121.8% | +250.9% | -129.1% | +99.8% |
| 5Y | +92.7% | +293.8% | -201.2% | +68.1% |
| All | +182.0% | +338.4% | -156.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling