+62.5%
SLB vs D
+12.5%
+50.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -7.1% | +3.0% | -10.1% | -7.7% |
| 30D | +4.1% | +11.5% | -7.4% | +1.7% |
| 3M | -2.6% | +3.7% | -6.4% | -3.5% |
| 6M | -8.6% | +13.5% | -22.1% | -11.3% |
| YTD | +32.2% | +20.7% | +11.5% | +26.3% |
| 1Y | +40.7% | +18.2% | +22.4% | +34.8% |
| 3Y | -4.5% | +73.3% | -77.8% | -16.9% |
| All | +62.5% | +12.5% | +50.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling