+165.7%
SLV vs RL
+238.1%
-72.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +6.7% | -7.8% | +14.5% | +7.8% |
| 3M | -10.7% | -4.0% | -6.7% | -10.2% |
| 6M | -20.6% | -1.9% | -18.7% | -20.6% |
| YTD | -7.1% | -0.2% | -7.0% | -7.5% |
| 1Y | +62.0% | +10.7% | +51.3% | +59.4% |
| 3Y | +169.8% | +210.8% | -40.9% | +137.3% |
| All | +165.7% | +238.1% | -72.3% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling