-16.6%
SLB vs DAR
+288.2%
-304.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | -1.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.5% |
| 30D | +2.9% | -12.8% | +15.7% | +9.4% |
| 3M | +0.2% | -11.6% | +11.8% | +5.3% |
| 6M | -4.4% | -16.8% | +12.3% | +2.8% |
| YTD | +33.4% | +45.9% | -12.5% | +9.5% |
| 1Y | +40.8% | +61.5% | -20.7% | +9.6% |
| 3Y | +3.2% | +23.0% | -19.8% | -15.2% |
| 5Y | +64.8% | -35.8% | +100.6% | +81.0% |
| 10Y | -16.6% | +280.4% | -296.9% | -65.3% |
| All | -16.6% | +288.2% | -304.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling