+1,085.7%
DELL vs SLB
+132.5%
+953.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | +0.8% | +14.0% | +14.7% |
| 30D | +13.3% | +15.8% | -2.5% | +8.1% |
| 3M | +24.4% | -0.3% | +24.7% | +24.1% |
| 6M | +258.0% | +21.3% | +236.7% | +233.3% |
| YTD | +320.2% | +52.3% | +267.9% | +262.3% |
| 1Y | +319.1% | +63.6% | +255.4% | +251.5% |
| 3Y | +706.5% | +3.8% | +702.8% | +657.8% |
| All | +1,085.7% | +132.5% | +953.2% | +742.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling