+90.9%
SLB vs BTDR
-35.9%
+126.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.9% |
| 7D | -4.3% | -7.4% | +3.1% | -4.1% |
| 30D | +1.9% | -33.4% | +35.4% | +2.9% |
| 3M | -5.7% | -26.3% | +20.6% | -5.2% |
| 6M | -5.3% | -52.4% | +47.1% | -4.1% |
| YTD | +32.2% | -42.8% | +75.0% | +32.5% |
| 1Y | +38.5% | -63.7% | +102.2% | +40.2% |
| 3Y | +1.1% | +61.5% | -60.3% | +1.9% |
| 5Y | +70.3% | -35.6% | +105.9% | +71.4% |
| All | +90.9% | -35.9% | +126.8% | +90.9% |
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