-14.4%
SLB vs DD
+98.3%
-112.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +2.6% | +6.7% | -4.2% | -1.8% |
| 30D | +4.4% | +19.4% | -15.0% | -7.5% |
| 3M | -2.7% | +7.6% | -10.4% | -7.9% |
| 6M | -7.5% | +2.9% | -10.4% | -10.6% |
| YTD | +34.8% | +29.9% | +5.0% | +10.7% |
| 1Y | +44.6% | +28.6% | +15.9% | +19.4% |
| 3Y | +3.2% | +90.0% | -86.8% | -37.7% |
| 5Y | +73.6% | +68.1% | +5.4% | +10.1% |
| All | -14.4% | +98.3% | -112.7% | -61.3% |
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