+625.2%
SLB vs DAR
+1,334.0%
-708.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -7.1% | -9.9% | +2.8% | -5.9% |
| 30D | +4.1% | -16.4% | +20.5% | +6.3% |
| 3M | -2.6% | -17.1% | +14.4% | -0.5% |
| 6M | -8.6% | -20.5% | +11.9% | -6.2% |
| YTD | +32.2% | +39.4% | -7.2% | +26.8% |
| 1Y | +40.7% | +57.2% | -16.6% | +32.9% |
| 3Y | -4.5% | +13.9% | -18.4% | -7.4% |
| 5Y | +66.4% | -40.8% | +107.2% | +72.7% |
| 10Y | -15.1% | +276.2% | -291.3% | -26.0% |
| All | +625.2% | +1,334.0% | -708.8% | +450.2% |
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