+208.4%
DHR vs SLB
-4.3%
+212.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | +0.2% | +13.6% | -13.4% | -1.4% |
| 3M | +12.1% | +1.5% | +10.6% | +11.6% |
| 6M | +5.4% | +23.0% | -17.6% | +2.1% |
| YTD | -10.0% | +51.2% | -61.2% | -15.2% |
| 1Y | +4.1% | +63.5% | -59.4% | -3.1% |
| 3Y | -5.2% | +2.5% | -7.7% | -8.0% |
| 5Y | -28.2% | +139.2% | -167.4% | -37.7% |
| 10Y | +208.4% | -4.8% | +213.2% | +195.9% |
| All | +208.4% | -4.3% | +212.7% | +195.9% |
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