+67.9%
SLV vs RKT
-9.3%
+77.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.8% |
| 7D | -3.9% | -7.5% | +3.6% | -3.2% |
| 30D | -15.6% | +26.6% | -42.2% | -17.5% |
| 3M | -23.6% | -2.4% | -21.2% | -23.6% |
| 6M | -42.6% | -7.4% | -35.2% | -42.5% |
| YTD | -30.0% | -29.2% | -0.8% | -28.3% |
| 1Y | -6.6% | -23.5% | +16.9% | -4.8% |
| 3Y | +121.8% | +73.9% | +47.9% | +113.0% |
| 5Y | +92.7% | -6.6% | +99.3% | +86.2% |
| All | +67.9% | -9.3% | +77.2% | +62.9% |
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