+958.5%
SLB vs D
+2,347.4%
-1,388.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +15.8% | -3.6% | +19.4% | +17.6% |
| 3M | -0.3% | -1.0% | +0.6% | -0.2% |
| 6M | +21.3% | +6.3% | +15.1% | +17.0% |
| YTD | +52.3% | +14.7% | +37.6% | +41.6% |
| 1Y | +63.6% | +16.9% | +46.7% | +50.0% |
| 3Y | +3.8% | +56.8% | -53.0% | -19.9% |
| 5Y | +128.6% | +5.2% | +123.4% | +110.5% |
| 10Y | -3.1% | +35.9% | -38.9% | -27.3% |
| All | +958.5% | +2,347.4% | -1,388.9% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling