+182.0%
SLV vs RRC
+71.8%
+110.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -3.9% | +2.5% | -6.4% | -4.0% |
| 30D | -15.6% | +21.1% | -36.8% | -16.4% |
| 3M | -23.6% | +28.4% | -52.0% | -24.5% |
| 6M | -42.6% | +26.5% | -69.0% | -43.2% |
| YTD | -30.0% | +47.0% | -77.0% | -31.3% |
| 1Y | -6.6% | +35.2% | -41.8% | -8.1% |
| 3Y | +121.8% | +61.0% | +60.8% | +116.1% |
| 5Y | +92.7% | +133.6% | -41.0% | +84.8% |
| All | +182.0% | +71.8% | +110.2% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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