-4.8%
SLB vs DD
+69.4%
-74.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | +13.6% | -7.4% | +21.0% | +19.3% |
| 3M | +1.5% | -6.4% | +7.9% | +5.2% |
| 6M | +23.0% | -2.5% | +25.5% | +23.0% |
| YTD | +51.2% | +10.2% | +41.0% | +38.9% |
| 1Y | +63.5% | +36.9% | +26.5% | +28.3% |
| 3Y | +2.5% | +47.0% | -44.5% | -26.4% |
| 5Y | +139.2% | +63.1% | +76.0% | +52.3% |
| 10Y | -4.8% | +68.2% | -72.9% | -51.9% |
| All | -4.8% | +69.4% | -74.1% | -51.9% |
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