+248.5%
SLV vs ROK
+712.2%
-463.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.1% |
| 7D | +5.6% | -11.5% | +17.2% | +7.7% |
| 30D | -12.1% | -10.0% | -2.1% | -10.6% |
| 3M | -16.3% | -11.4% | -4.8% | -14.6% |
| 6M | -34.1% | -13.7% | -20.4% | -32.5% |
| YTD | -25.3% | +1.0% | -26.3% | -25.4% |
| 1Y | +9.6% | +5.6% | +4.0% | +8.6% |
| 3Y | +132.7% | +59.1% | +73.6% | +112.2% |
| 5Y | +113.7% | +26.1% | +87.5% | +99.4% |
| 10Y | +175.9% | +266.4% | -90.6% | +106.6% |
| All | +248.5% | +712.2% | -463.6% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling