+10.7%
DIA vs SLB
+39.5%
-28.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.9% | -7.1% | +6.2% | -0.3% |
| 30D | +0.3% | +4.1% | -3.8% | -0.2% |
| 3M | -4.5% | -2.6% | -1.9% | -4.4% |
| 6M | +3.4% | -8.6% | +11.9% | +4.2% |
| YTD | +7.8% | +32.2% | -24.4% | +3.1% |
| 1Y | +10.7% | +40.7% | -29.9% | +5.2% |
| All | +10.7% | +39.5% | -28.8% | +5.2% |
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