+120.0%
SLB vs BTDR
+23.8%
+96.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.1% |
| 7D | +0.8% | +20.0% | -19.1% | +0.3% |
| 30D | +15.8% | +11.9% | +3.9% | +15.2% |
| 3M | -0.3% | -36.9% | +36.6% | +0.6% |
| 6M | +21.3% | +56.5% | -35.2% | +18.7% |
| YTD | +52.3% | +10.4% | +41.9% | +50.2% |
| 1Y | +63.6% | +3.1% | +60.5% | +60.7% |
| 3Y | +3.8% | -2.6% | +6.4% | +0.8% |
| 5Y | +128.6% | +25.2% | +103.5% | +127.2% |
| All | +120.0% | +23.8% | +96.2% | +116.5% |
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