-17.1%
SLB vs D
+42.6%
-59.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -7.1% | +3.0% | -10.1% | -7.9% |
| 30D | +4.1% | +11.5% | -7.4% | +1.0% |
| 3M | -2.6% | +3.7% | -6.4% | -3.8% |
| 6M | -8.6% | +13.5% | -22.1% | -12.0% |
| YTD | +32.2% | +20.7% | +11.5% | +24.9% |
| 1Y | +40.7% | +18.2% | +22.4% | +33.4% |
| 3Y | -4.5% | +73.3% | -77.8% | -19.8% |
| 5Y | +66.4% | +12.3% | +54.1% | +58.3% |
| All | -17.1% | +42.6% | -59.7% | -22.6% |
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