+143.3%
DELL vs SLB
+45.4%
+97.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -8.6% |
| 7D | -24.6% | -4.1% | -20.5% | -23.9% |
| 30D | -32.5% | +2.5% | -35.0% | -32.6% |
| 3M | -20.2% | +2.0% | -22.2% | -19.8% |
| 6M | +76.5% | -6.3% | +82.8% | +78.9% |
| YTD | +198.9% | +36.5% | +162.4% | +189.2% |
| 1Y | +143.3% | +46.2% | +97.1% | +134.2% |
| All | +143.3% | +45.4% | +97.9% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling