+133.6%
SLB vs DE
+97.0%
+36.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | -2.4% | -0.1% | -1.3% |
| 30D | +4.9% | +9.7% | -4.8% | -0.3% |
| 3M | +1.4% | +21.4% | -19.9% | -9.0% |
| 6M | +17.6% | +15.0% | +2.6% | +7.8% |
| YTD | +48.3% | +46.4% | +1.9% | +17.5% |
| 1Y | +58.7% | +45.6% | +13.1% | +25.6% |
| 3Y | +0.6% | +76.8% | -76.2% | -30.0% |
| 5Y | +133.6% | +99.4% | +34.2% | +49.8% |
| All | +133.6% | +97.0% | +36.6% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling