+333.1%
SLV vs RRC
+72.5%
+260.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +6.7% | +10.1% | -3.4% | +5.5% |
| 3M | -10.7% | +4.0% | -14.7% | -11.2% |
| 6M | -20.6% | +1.6% | -22.2% | -21.1% |
| YTD | -7.1% | +19.7% | -26.8% | -9.5% |
| 1Y | +62.0% | +21.4% | +40.6% | +57.4% |
| 3Y | +169.8% | +29.7% | +140.2% | +157.7% |
| 5Y | +161.5% | +153.9% | +7.6% | +123.6% |
| 10Y | +224.4% | +10.8% | +213.6% | +200.6% |
| All | +333.1% | +72.5% | +260.6% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling