+333.1%
SLV vs ROK
+804.9%
-471.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +6.7% | -3.3% | +10.0% | +7.3% |
| 3M | -10.7% | -5.9% | -4.8% | -9.8% |
| 6M | -20.6% | +13.9% | -34.5% | -22.5% |
| YTD | -7.1% | +12.6% | -19.7% | -8.9% |
| 1Y | +62.0% | +28.6% | +33.4% | +55.5% |
| 3Y | +169.8% | +45.1% | +124.7% | +149.8% |
| 5Y | +161.5% | +45.6% | +115.9% | +138.2% |
| 10Y | +224.4% | +345.0% | -120.6% | +134.7% |
| All | +333.1% | +804.9% | -471.8% | +151.2% |
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