+92.7%
SLB vs BTDR
-33.9%
+126.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | +0.6% |
| 7D | -3.7% | +7.1% | -10.8% | -4.0% |
| 30D | +2.9% | -31.4% | +34.3% | +3.8% |
| 3M | +0.2% | -39.2% | +39.5% | +1.2% |
| 6M | -4.4% | -50.9% | +46.5% | -3.3% |
| YTD | +33.4% | -41.0% | +74.5% | +33.6% |
| 1Y | +40.8% | -69.9% | +110.7% | +43.1% |
| 3Y | +3.2% | +87.3% | -84.1% | +4.1% |
| 5Y | +64.8% | -33.6% | +98.4% | +65.8% |
| All | +92.7% | -33.9% | +126.6% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling