+130.8%
SLB vs DD
+61.3%
+69.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | -3.5% | +4.3% | +2.6% |
| 30D | +15.8% | -10.3% | +26.1% | +22.1% |
| 3M | -0.3% | -7.5% | +7.2% | +3.1% |
| 6M | +21.3% | -8.0% | +29.3% | +25.1% |
| YTD | +52.3% | +10.5% | +41.8% | +42.8% |
| 1Y | +63.6% | +38.3% | +25.3% | +35.5% |
| 3Y | +3.8% | +42.5% | -38.7% | -17.7% |
| All | +130.8% | +61.3% | +69.5% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling