+38.5%
SLB vs DD
+33.0%
+5.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -4.3% | +2.2% | -6.5% | -5.1% |
| 30D | +1.9% | +20.7% | -18.7% | -5.9% |
| 3M | -5.7% | +11.3% | -17.0% | -10.1% |
| 6M | -5.3% | +6.0% | -11.3% | -7.9% |
| YTD | +32.2% | +31.7% | +0.5% | +9.8% |
| 1Y | +38.5% | +32.2% | +6.3% | +15.0% |
| All | +38.5% | +33.0% | +5.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling