+3.2%
SLB vs DD
+43.0%
-39.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | -3.5% | +4.3% | +2.5% |
| 30D | +15.8% | -10.3% | +26.1% | +21.6% |
| 3M | -0.3% | -7.5% | +7.2% | +2.9% |
| 6M | +21.3% | -8.0% | +29.3% | +24.9% |
| YTD | +52.3% | +10.5% | +41.8% | +43.1% |
| 1Y | +63.6% | +38.3% | +25.3% | +36.6% |
| All | +3.2% | +43.0% | -39.8% | -17.7% |
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