-31.9%
DIS vs SLB
+65.5%
-97.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +5.2% | -7.1% | +12.3% | +6.7% |
| 30D | +11.5% | +4.1% | +7.4% | +10.4% |
| 3M | +11.5% | -2.6% | +14.2% | +11.6% |
| 6M | +8.9% | -8.6% | +17.4% | +9.9% |
| YTD | +3.4% | +32.2% | -28.8% | -4.5% |
| 1Y | +7.2% | +40.7% | -33.5% | -2.6% |
| 3Y | +43.3% | -4.5% | +47.8% | +38.0% |
| All | -31.9% | +65.5% | -97.4% | -42.5% |
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