+118.3%
SLB vs BTDR
+23.3%
+95.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | -1.9% | +14.8% | -16.7% | -2.3% |
| 30D | +7.8% | +41.8% | -34.0% | +6.6% |
| 3M | +2.7% | -29.2% | +31.9% | +3.3% |
| 6M | +22.2% | +66.2% | -44.0% | +19.3% |
| YTD | +51.1% | +10.0% | +41.1% | +49.0% |
| 1Y | +63.3% | -11.0% | +74.3% | +61.1% |
| 3Y | +2.4% | +6.9% | -4.5% | -0.3% |
| 5Y | +139.3% | +24.7% | +114.7% | +137.9% |
| All | +118.3% | +23.3% | +95.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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