+237.7%
SLV vs ROL
+1,893.9%
-1,656.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -1.1% | +0.8% | -1.8% | -1.1% |
| 30D | -14.2% | +20.6% | -34.7% | -15.6% |
| 3M | -20.3% | +4.5% | -24.8% | -20.7% |
| 6M | -40.2% | -26.5% | -13.7% | -38.6% |
| YTD | -27.6% | -34.8% | +7.3% | -24.8% |
| 1Y | +0.4% | -33.2% | +33.6% | +4.0% |
| 3Y | +129.4% | +4.5% | +124.9% | +127.5% |
| 5Y | +99.8% | +15.5% | +84.2% | +95.8% |
| 10Y | +183.2% | +217.2% | -34.0% | +157.0% |
| All | +237.7% | +1,893.9% | -1,656.1% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling