+125.9%
SLV vs RKT
-11.2%
+137.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.0% | +2.5% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | +2.2% | -2.4% | +4.6% | +2.4% |
| 3M | +2.9% | +1.9% | +1.0% | +2.4% |
| 6M | -22.4% | -13.9% | -8.6% | -21.8% |
| YTD | -5.7% | -30.6% | +24.9% | -3.2% |
| 1Y | +63.3% | -34.4% | +97.7% | +68.0% |
| 3Y | +189.0% | +38.2% | +150.8% | +181.0% |
| 5Y | +172.7% | -9.7% | +182.3% | +164.4% |
| All | +125.9% | -11.2% | +137.1% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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