+2.5%
SLB vs BTDR
+8.5%
-6.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -0.8% |
| 7D | +0.4% | +22.4% | -22.0% | -0.4% |
| 30D | +13.6% | +16.5% | -2.9% | +12.6% |
| 3M | +1.5% | -31.5% | +33.0% | +2.5% |
| 6M | +23.0% | +74.0% | -51.0% | +18.8% |
| YTD | +51.2% | +13.0% | +38.2% | +48.2% |
| 1Y | +63.5% | -0.2% | +63.7% | +59.5% |
| 3Y | +2.5% | +9.9% | -7.4% | -5.8% |
| All | +2.5% | +8.5% | -6.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling