+1,129.1%
DIA vs SLB
+181.9%
+947.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | -1.5% | +15.8% | -17.4% | -5.4% |
| 3M | +3.8% | -0.3% | +4.1% | +3.2% |
| 6M | +10.3% | +21.3% | -11.1% | +3.8% |
| YTD | +12.1% | +52.3% | -40.2% | -0.9% |
| 1Y | +18.6% | +63.6% | -45.0% | +2.6% |
| 3Y | +60.6% | +3.8% | +56.9% | +53.2% |
| 5Y | +64.4% | +128.6% | -64.2% | +20.8% |
| 10Y | +250.1% | -3.1% | +253.2% | +193.4% |
| All | +1,129.1% | +181.9% | +947.2% | +568.3% |
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 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