-5.1%
SLB vs D
+82.3%
-87.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -7.7% | +6.9% | -14.7% | -8.7% |
| 30D | -0.7% | +12.3% | -13.0% | -2.6% |
| 3M | 0.0% | +3.0% | -3.1% | -0.5% |
| 6M | -10.4% | +12.8% | -23.2% | -12.5% |
| YTD | +31.5% | +22.6% | +8.9% | +26.1% |
| 1Y | +39.1% | +21.7% | +17.5% | +33.5% |
| All | -5.1% | +82.3% | -87.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling