+3,063.4%
DELL vs SLB
-17.7%
+3,081.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.1% |
| 7D | -11.8% | -3.7% | -8.1% | -10.6% |
| 30D | -40.8% | +2.9% | -43.7% | -41.2% |
| 3M | -23.6% | +0.2% | -23.8% | -23.6% |
| 6M | +33.4% | -4.4% | +37.8% | +34.4% |
| YTD | +178.0% | +33.4% | +144.6% | +150.0% |
| 1Y | +138.6% | +40.8% | +97.8% | +110.4% |
| 3Y | +400.9% | +3.2% | +397.7% | +380.3% |
| 5Y | +580.7% | +64.8% | +515.9% | +439.5% |
| 10Y | +2,655.3% | -16.6% | +2,671.8% | +2,016.7% |
| All | +3,063.4% | -17.7% | +3,081.2% | +2,426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling