+11.7%
DIA vs SLB
+38.6%
-26.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -4.3% | +5.2% | +1.3% |
| 30D | +1.1% | +1.9% | -0.8% | +0.9% |
| 3M | -2.9% | -5.7% | +2.8% | -2.4% |
| 6M | +5.9% | -5.3% | +11.2% | +6.3% |
| YTD | +9.8% | +32.2% | -22.4% | +5.0% |
| 1Y | +11.7% | +38.5% | -26.8% | +6.3% |
| All | +11.7% | +38.6% | -26.9% | +6.3% |
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