+156.1%
SLV vs RDW
0.0%
+156.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.7% | +7.0% | +2.6% |
| 7D | +2.8% | +3.6% | -0.8% | +2.5% |
| 30D | +2.2% | -18.4% | +20.7% | +3.4% |
| 3M | +2.9% | -32.1% | +35.0% | +4.7% |
| 6M | -22.4% | +10.9% | -33.3% | -24.0% |
| YTD | -5.7% | +40.8% | -46.5% | -8.5% |
| 1Y | +63.3% | +31.1% | +32.2% | +58.1% |
| 3Y | +189.0% | +245.2% | -56.2% | +161.4% |
| 5Y | +172.7% | -16.7% | +189.4% | +163.9% |
| All | +156.1% | 0.0% | +156.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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