+813.6%
SLB vs D
+2,488.7%
-1,675.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -7.7% | +6.9% | -14.7% | -10.7% |
| 30D | -0.7% | +12.3% | -13.0% | -6.2% |
| 3M | 0.0% | +3.0% | -3.1% | -1.9% |
| 6M | -10.4% | +12.8% | -23.2% | -16.1% |
| YTD | +31.5% | +22.6% | +8.9% | +18.1% |
| 1Y | +39.1% | +21.7% | +17.5% | +25.0% |
| 3Y | -5.7% | +83.9% | -89.6% | -32.5% |
| 5Y | +65.4% | +14.0% | +51.5% | +46.7% |
| 10Y | -15.6% | +45.6% | -61.1% | -38.9% |
| All | +813.6% | +2,488.7% | -1,675.0% | +98.7% |
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