+175.9%
SLV vs RL
+397.7%
-221.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +2.2% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | -12.1% | +7.3% | -19.5% | -12.7% |
| 3M | -16.3% | +1.0% | -17.3% | -16.4% |
| 6M | -34.1% | +11.8% | -45.8% | -34.8% |
| YTD | -25.3% | +13.6% | -38.9% | -26.2% |
| 1Y | +9.6% | +24.0% | -14.4% | +7.5% |
| 3Y | +132.7% | +256.6% | -123.9% | +113.4% |
| 5Y | +113.7% | +240.2% | -126.6% | +94.4% |
| 10Y | +175.9% | +373.0% | -197.1% | +150.6% |
| All | +175.9% | +397.7% | -221.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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