-38.3%
SLV vs ROK
-13.2%
-25.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.5% |
| 7D | +5.6% | -11.5% | +17.2% | +9.1% |
| 30D | -12.1% | -10.0% | -2.1% | -9.8% |
| 3M | -16.3% | -11.4% | -4.8% | -13.5% |
| All | -38.3% | -13.2% | -25.0% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling