-14.2%
SLB vs DD
+99.0%
-113.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | -1.2% | +3.2% | -4.4% | -3.3% |
| 30D | +4.5% | +20.3% | -15.8% | -7.8% |
| 3M | -4.6% | +8.2% | -12.7% | -9.9% |
| 6M | -6.3% | +3.4% | -9.7% | -9.6% |
| YTD | +35.0% | +30.6% | +4.3% | +10.4% |
| 1Y | +38.8% | +30.6% | +8.2% | +13.4% |
| 3Y | +3.3% | +91.1% | -87.8% | -37.8% |
| 5Y | +73.6% | +68.6% | +5.0% | +10.0% |
| 10Y | -14.2% | +99.9% | -114.1% | -61.4% |
| All | -14.2% | +99.0% | -113.2% | -61.4% |
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