+63.3%
SLV vs ROK
+25.5%
+37.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +2.2% | -1.8% | +4.0% | +3.2% |
| 3M | +2.9% | -7.2% | +10.1% | +6.1% |
| 6M | -22.4% | +14.2% | -36.6% | -30.4% |
| YTD | -5.7% | +10.6% | -16.3% | -9.2% |
| 1Y | +63.3% | +25.9% | +37.4% | +53.7% |
| All | +63.3% | +25.5% | +37.9% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling