+57.7%
DIA vs SLB
+75.0%
-17.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +1.2% | +4.4% | -3.2% | +0.4% |
| 3M | -2.4% | -2.7% | +0.3% | -2.2% |
| 6M | +5.7% | -7.5% | +13.2% | +6.5% |
| YTD | +9.9% | +34.8% | -24.9% | +3.1% |
| 1Y | +9.8% | +44.6% | -34.8% | +1.6% |
| 3Y | +59.8% | +3.2% | +56.6% | +53.6% |
| 5Y | +57.7% | +73.6% | -15.9% | +35.2% |
| All | +57.7% | +75.0% | -17.4% | +35.2% |
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 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