+120.9%
SLV vs ROL
+3.2%
+117.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -15.6% | +18.5% | -34.2% | -16.9% |
| 3M | -23.6% | +4.3% | -27.9% | -23.6% |
| 6M | -42.6% | -27.7% | -14.8% | -39.3% |
| YTD | -30.0% | -35.8% | +5.8% | -24.0% |
| 1Y | -6.6% | -34.1% | +27.5% | +0.9% |
| All | +120.9% | +3.2% | +117.6% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling