+175.9%
SLV vs ROL
+222.1%
-46.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.5% |
| 7D | +5.6% | +7.5% | -1.9% | +4.7% |
| 30D | -12.1% | +21.1% | -33.3% | -14.2% |
| 3M | -16.3% | +3.1% | -19.4% | -16.7% |
| 6M | -34.1% | -27.4% | -6.6% | -31.3% |
| YTD | -25.3% | -34.7% | +9.5% | -21.0% |
| 1Y | +9.6% | -32.9% | +42.6% | +15.5% |
| 3Y | +132.7% | +6.1% | +126.5% | +129.5% |
| 5Y | +113.7% | +16.3% | +97.3% | +107.5% |
| 10Y | +175.9% | +214.9% | -39.0% | +133.3% |
| All | +175.9% | +222.1% | -46.2% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling