+132.7%
SLV vs ROK
+57.9%
+74.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.8% |
| 7D | +5.6% | -11.5% | +17.2% | +8.5% |
| 30D | -12.1% | -10.0% | -2.1% | -10.1% |
| 3M | -16.3% | -11.4% | -4.8% | -14.0% |
| 6M | -34.1% | -13.7% | -20.4% | -32.0% |
| YTD | -25.3% | +1.0% | -26.3% | -25.1% |
| 1Y | +9.6% | +5.6% | +4.0% | +9.4% |
| 3Y | +132.7% | +59.1% | +73.6% | +100.5% |
| All | +132.7% | +57.9% | +74.8% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling