-2.6%
SLB vs D
+34.1%
-36.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | +7.8% | -2.1% | +9.9% | +8.3% |
| 3M | +2.7% | -0.7% | +3.4% | +2.7% |
| 6M | +22.2% | +5.6% | +16.6% | +19.9% |
| YTD | +51.1% | +14.6% | +36.5% | +44.9% |
| 1Y | +63.3% | +15.3% | +48.0% | +55.9% |
| 3Y | +2.4% | +59.1% | -56.7% | -11.9% |
| 5Y | +139.3% | +3.9% | +135.4% | +132.8% |
| 10Y | -2.6% | +38.5% | -41.1% | -10.6% |
| All | -2.6% | +34.1% | -36.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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