+5.1%
SLV vs RL
+22.3%
-17.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +1.0% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | -12.1% | +7.3% | -19.5% | -14.0% |
| 3M | -16.3% | +1.0% | -17.3% | -16.5% |
| 6M | -34.1% | +11.8% | -45.8% | -36.2% |
| YTD | -25.3% | +13.6% | -38.9% | -30.8% |
| All | +5.1% | +22.3% | -17.2% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling