+34.2%
DIS vs SLB
-16.2%
+50.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +5.2% | -7.1% | +12.3% | +7.3% |
| 30D | +11.5% | +4.1% | +7.4% | +10.0% |
| 3M | +11.5% | -2.6% | +14.2% | +11.7% |
| 6M | +8.9% | -8.6% | +17.4% | +10.2% |
| YTD | +3.4% | +32.2% | -28.8% | -6.8% |
| 1Y | +7.2% | +40.7% | -33.5% | -5.3% |
| 3Y | +43.3% | -4.5% | +47.8% | +38.8% |
| 5Y | -31.4% | +66.4% | -97.8% | -47.0% |
| All | +34.2% | -16.2% | +50.4% | -1.7% |
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