+2,566.3%
DELL vs SLB
-16.9%
+2,583.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.1% |
| 7D | -18.1% | -4.3% | -13.8% | -16.8% |
| 30D | -42.9% | +1.9% | -44.8% | -43.0% |
| 3M | -26.9% | -5.7% | -21.2% | -25.4% |
| 6M | +28.8% | -5.3% | +34.1% | +30.2% |
| YTD | +168.4% | +32.2% | +136.3% | +142.1% |
| 1Y | +136.8% | +38.5% | +98.3% | +110.0% |
| 3Y | +375.3% | +1.1% | +374.2% | +358.7% |
| 5Y | +551.0% | +70.3% | +480.7% | +410.7% |
| 10Y | +2,566.3% | -17.3% | +2,583.6% | +1,951.8% |
| All | +2,566.3% | -16.9% | +2,583.2% | +1,951.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling