+175.8%
SLV vs ROK
+264.0%
-88.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -5.8% | +7.1% | -12.9% | -6.9% |
| 30D | -12.1% | -5.0% | -7.2% | -11.6% |
| 3M | -24.1% | -9.4% | -14.7% | -23.0% |
| 6M | -44.4% | -11.0% | -33.4% | -43.5% |
| YTD | -31.5% | +4.4% | -35.9% | -31.9% |
| 1Y | -6.9% | +7.4% | -14.4% | -7.8% |
| 3Y | +116.0% | +61.0% | +55.0% | +100.7% |
| 5Y | +88.4% | +30.4% | +58.1% | +76.6% |
| All | +175.8% | +264.0% | -88.2% | +137.1% |
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