+97.7%
SLB vs BTDR
-44.0%
+141.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +1.8% |
| 7D | +3.5% | -6.9% | +10.4% | +3.7% |
| 30D | +6.5% | -31.5% | +38.1% | +7.5% |
| 3M | -0.2% | -36.1% | +35.8% | +0.7% |
| 6M | -5.7% | -57.6% | +51.9% | -4.2% |
| YTD | +36.8% | -50.0% | +86.9% | +37.6% |
| 1Y | +45.8% | -49.6% | +95.4% | +46.5% |
| 3Y | +3.4% | +48.5% | -45.2% | +4.6% |
| 5Y | +76.1% | -43.8% | +120.0% | +77.9% |
| All | +97.7% | -44.0% | +141.7% | +98.4% |
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