+139.2%
SLB vs BTDR
+28.1%
+111.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -0.8% |
| 7D | +0.4% | +22.4% | -22.0% | -0.2% |
| 30D | +13.6% | +16.5% | -2.9% | +12.9% |
| 3M | +1.5% | -31.5% | +33.0% | +2.2% |
| 6M | +23.0% | +74.0% | -51.0% | +19.9% |
| YTD | +51.2% | +13.0% | +38.2% | +49.0% |
| 1Y | +63.5% | -0.2% | +63.7% | +60.7% |
| 3Y | +2.5% | +9.9% | -7.4% | -0.3% |
| 5Y | +139.2% | +28.1% | +111.1% | +136.2% |
| All | +139.2% | +28.1% | +111.1% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling