+52.7%
DRAM vs SLB
+3.4%
+49.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.5% |
| 7D | +7.9% | +3.5% | +4.4% | +6.6% |
| 30D | -15.4% | +6.5% | -22.0% | -16.4% |
| 3M | -25.5% | -0.2% | -25.3% | -24.4% |
| 6M | -22.3% | -5.7% | -16.5% | -13.5% |
| All | +52.7% | +3.4% | +49.4% | +58.0% |
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