+3.4%
SLB vs DD
+88.8%
-85.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +3.5% | +5.0% | -1.4% | +1.1% |
| 30D | +6.5% | +19.7% | -13.2% | -2.4% |
| 3M | -0.2% | +7.2% | -7.4% | -3.8% |
| 6M | -5.7% | +1.0% | -6.8% | -6.9% |
| YTD | +36.8% | +29.1% | +7.7% | +18.9% |
| 1Y | +45.8% | +28.5% | +17.3% | +26.9% |
| 3Y | +3.4% | +89.4% | -86.1% | -31.0% |
| All | +3.4% | +88.8% | -85.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling