+239.3%
SLV vs ROL
+1,856.8%
-1,617.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +5.1% | +9.5% | -4.4% | +4.3% |
| 30D | -12.9% | +22.9% | -35.8% | -14.6% |
| 3M | -16.1% | +3.5% | -19.6% | -16.4% |
| 6M | -33.2% | -29.4% | -3.8% | -31.1% |
| YTD | -27.2% | -36.1% | +8.8% | -24.3% |
| 1Y | +7.6% | -34.4% | +42.0% | +11.7% |
| 3Y | +122.3% | +4.0% | +118.3% | +120.6% |
| 5Y | +109.7% | +13.2% | +96.5% | +105.8% |
| 10Y | +168.4% | +219.7% | -51.2% | +143.5% |
| All | +239.3% | +1,856.8% | -1,617.4% | +188.8% |
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 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