+958.5%
SLB vs DE
+14,847.5%
-13,889.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +10.0% | -9.2% | -3.4% |
| 30D | +15.8% | +13.3% | +2.5% | +9.1% |
| 3M | -0.3% | +17.5% | -17.9% | -7.9% |
| 6M | +21.3% | +13.6% | +7.8% | +13.2% |
| YTD | +52.3% | +49.8% | +2.5% | +24.8% |
| 1Y | +63.6% | +47.9% | +15.7% | +34.5% |
| 3Y | +3.8% | +72.5% | -68.8% | -21.2% |
| 5Y | +128.6% | +90.2% | +38.4% | +64.1% |
| 10Y | -3.1% | +865.4% | -868.4% | -64.2% |
| All | +958.5% | +14,847.5% | -13,889.0% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling