+21.9%
DIS vs SLB
-3.2%
+25.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | +3.5% | +15.8% | -12.3% | -0.9% |
| 3M | +6.8% | -0.3% | +7.2% | +6.2% |
| 6M | +3.0% | +21.3% | -18.4% | -3.9% |
| YTD | -6.7% | +52.3% | -59.0% | -18.9% |
| 1Y | -10.1% | +63.6% | -73.7% | -23.7% |
| 3Y | +33.0% | +3.8% | +29.3% | +26.2% |
| 5Y | -40.0% | +128.6% | -168.6% | -58.0% |
| All | +21.9% | -3.2% | +25.0% | -14.9% |
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