+333.1%
SLV vs RL
+657.7%
-324.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +6.7% | -7.8% | +14.5% | +7.4% |
| 3M | -10.7% | -4.0% | -6.7% | -10.4% |
| 6M | -20.6% | -1.9% | -18.7% | -20.6% |
| YTD | -7.1% | -0.2% | -7.0% | -7.3% |
| 1Y | +62.0% | +10.7% | +51.3% | +60.3% |
| 3Y | +169.8% | +210.8% | -40.9% | +146.3% |
| 5Y | +161.5% | +238.2% | -76.8% | +134.7% |
| 10Y | +224.4% | +313.4% | -89.0% | +180.3% |
| All | +333.1% | +657.7% | -324.6% | +206.4% |
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