-20.6%
SLV vs ROK
+8.6%
-29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.8% |
| 7D | -0.3% | +0.7% | -1.0% | -0.7% |
| 30D | +6.7% | -3.3% | +10.0% | +8.2% |
| 3M | -10.7% | -5.9% | -4.8% | -9.3% |
| 6M | -20.6% | +13.9% | -34.5% | -26.9% |
| All | -20.6% | +8.6% | -29.2% | -26.9% |
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 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