+130.8%
SLB vs D
+4.5%
+126.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +15.8% | -3.6% | +19.4% | +16.6% |
| 3M | -0.3% | -1.0% | +0.6% | -0.3% |
| 6M | +21.3% | +6.3% | +15.1% | +19.5% |
| YTD | +52.3% | +14.7% | +37.6% | +47.6% |
| 1Y | +63.6% | +16.9% | +46.7% | +57.5% |
| 3Y | +3.8% | +56.8% | -53.0% | -6.1% |
| All | +130.8% | +4.5% | +126.3% | +126.1% |
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