+218.9%
SLV vs RRC
+7.9%
+210.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | +3.3% | +9.4% | -6.2% | +2.8% |
| 3M | -3.6% | +7.4% | -11.0% | -3.9% |
| 6M | -21.8% | +1.5% | -23.3% | -22.0% |
| YTD | -7.8% | +19.4% | -27.2% | -8.7% |
| 1Y | +58.3% | +24.2% | +34.1% | +56.4% |
| 3Y | +182.6% | +32.8% | +149.8% | +177.8% |
| 5Y | +167.8% | +152.9% | +14.9% | +158.1% |
| 10Y | +218.9% | +3.9% | +215.0% | +232.9% |
| All | +218.9% | +7.9% | +210.9% | +232.9% |
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