+89.9%
SLV vs ROL
+15.7%
+74.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | -5.8% | +3.0% | -8.8% | -6.2% |
| 30D | -12.1% | +19.8% | -31.9% | -14.4% |
| 3M | -24.1% | +7.9% | -32.0% | -24.9% |
| 6M | -44.4% | -25.6% | -18.7% | -41.4% |
| YTD | -31.5% | -34.1% | +2.6% | -25.9% |
| 1Y | -6.9% | -31.4% | +24.5% | -0.1% |
| 3Y | +116.0% | +4.7% | +111.3% | +111.4% |
| All | +89.9% | +15.7% | +74.2% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling