-16.6%
SLB vs DD
+105.4%
-121.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | -2.9% |
| 7D | -3.7% | +9.8% | -13.5% | -9.8% |
| 30D | +2.9% | +19.3% | -16.4% | -8.7% |
| 3M | +0.2% | +9.4% | -9.2% | -6.1% |
| 6M | -4.4% | +4.8% | -9.2% | -8.6% |
| YTD | +33.4% | +30.2% | +3.2% | +9.4% |
| 1Y | +40.8% | +32.2% | +8.6% | +14.2% |
| 3Y | +3.2% | +93.1% | -89.9% | -38.3% |
| 5Y | +64.8% | +68.0% | -3.2% | +4.7% |
| 10Y | -16.6% | +98.5% | -115.0% | -62.5% |
| All | -16.6% | +105.4% | -121.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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