-14.2%
SLB vs DE
+790.2%
-804.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -1.2% | +2.3% | -3.4% | -2.5% |
| 30D | +4.5% | +9.3% | -4.9% | -1.3% |
| 3M | -4.6% | +12.2% | -16.8% | -11.9% |
| 6M | -6.3% | +18.1% | -24.3% | -17.0% |
| YTD | +35.0% | +49.8% | -14.8% | +0.4% |
| 1Y | +38.8% | +46.4% | -7.6% | +4.5% |
| 3Y | +3.3% | +92.5% | -89.3% | -36.9% |
| 5Y | +73.6% | +107.4% | -33.8% | -3.3% |
| 10Y | -14.2% | +784.1% | -798.3% | -75.7% |
| All | -14.2% | +790.2% | -804.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling