-16.6%
SLB vs D
+42.1%
-58.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +2.9% | +10.7% | -7.8% | +0.1% |
| 3M | +0.2% | +2.3% | -2.1% | -0.6% |
| 6M | -4.4% | +12.5% | -16.9% | -7.8% |
| YTD | +33.4% | +20.1% | +13.3% | +26.2% |
| 1Y | +40.8% | +15.6% | +25.2% | +34.4% |
| 3Y | +3.2% | +75.2% | -72.0% | -13.6% |
| 5Y | +64.8% | +14.6% | +50.2% | +55.8% |
| 10Y | -16.6% | +43.8% | -60.3% | -21.6% |
| All | -16.6% | +42.1% | -58.7% | -21.6% |
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