+216.5%
SLV vs ROK
+350.4%
-134.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.1% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | -1.8% | -5.4% | +3.7% | -0.9% |
| 3M | -0.3% | -4.0% | +3.7% | +0.3% |
| 6M | -28.2% | +13.3% | -41.5% | -29.6% |
| YTD | -10.7% | +9.3% | -20.1% | -11.7% |
| 1Y | +53.7% | +25.8% | +27.9% | +49.3% |
| 3Y | +173.7% | +49.1% | +124.6% | +156.7% |
| 5Y | +161.5% | +45.9% | +115.6% | +141.8% |
| All | +216.5% | +350.4% | -134.0% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling