+46.2%
SLB vs DFNS
-99.6%
+145.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.3% | +17.2% | -1.2% |
| 7D | -4.1% | -27.7% | +23.6% | -4.3% |
| 30D | +2.5% | -58.0% | +60.5% | +2.0% |
| 3M | +2.0% | -94.0% | +96.0% | +0.4% |
| 6M | -6.3% | -94.6% | +88.2% | -1.4% |
| YTD | +36.5% | -99.4% | +136.0% | +58.2% |
| 1Y | +46.2% | -99.6% | +145.9% | +71.7% |
| All | +46.2% | -99.6% | +145.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling