+63.5%
SLB vs DD
+37.3%
+26.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +13.6% | -7.4% | +21.0% | +16.5% |
| 3M | +1.5% | -6.4% | +7.9% | +3.4% |
| 6M | +23.0% | -2.5% | +25.5% | +22.8% |
| YTD | +51.2% | +10.2% | +41.0% | +46.7% |
| 1Y | +63.5% | +36.9% | +26.5% | +53.4% |
| All | +63.5% | +37.3% | +26.2% | +53.4% |
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 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