+239.3%
SLV vs RL
+714.7%
-475.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | +5.1% | -4.2% | +9.2% | +5.5% |
| 30D | -12.9% | +4.3% | -17.2% | -13.2% |
| 3M | -16.1% | -4.6% | -11.5% | -15.8% |
| 6M | -33.2% | +1.7% | -34.9% | -33.4% |
| YTD | -27.2% | +7.3% | -34.6% | -27.8% |
| 1Y | +7.6% | +20.8% | -13.2% | +5.8% |
| 3Y | +122.3% | +247.0% | -124.6% | +101.2% |
| 5Y | +109.7% | +225.5% | -115.7% | +88.6% |
| 10Y | +168.4% | +363.0% | -194.6% | +129.7% |
| All | +239.3% | +714.7% | -475.4% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling