+122.3%
SLV vs RL
+240.1%
-117.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | +5.1% | -4.2% | +9.2% | +5.9% |
| 30D | -12.9% | +4.3% | -17.2% | -13.7% |
| 3M | -16.1% | -4.6% | -11.5% | -15.4% |
| 6M | -33.2% | +1.7% | -34.9% | -33.6% |
| YTD | -27.2% | +7.3% | -34.6% | -28.8% |
| 1Y | +7.6% | +20.8% | -13.2% | +3.3% |
| 3Y | +122.3% | +247.0% | -124.6% | +56.3% |
| All | +122.3% | +240.1% | -117.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling