+735.5%
SLB vs DAR
+1,762.6%
-1,027.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +0.8% | +1.4% | -0.5% | +0.7% |
| 30D | +15.8% | +12.8% | +3.0% | +14.1% |
| 3M | -0.3% | +7.4% | -7.7% | -1.3% |
| 6M | +21.3% | +22.3% | -0.9% | +18.2% |
| YTD | +52.3% | +81.1% | -28.8% | +41.7% |
| 1Y | +63.6% | +106.5% | -42.9% | +49.6% |
| 3Y | +3.8% | +5.3% | -1.5% | +1.3% |
| 5Y | +128.6% | -11.5% | +140.2% | +126.8% |
| 10Y | -3.1% | +353.3% | -356.4% | -17.6% |
| All | +735.5% | +1,762.6% | -1,027.1% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling