+204.6%
SLB vs DFNS
-100.0%
+304.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.7% | -10.6% | +2.2% |
| 7D | -1.2% | -13.0% | +11.8% | -1.2% |
| 30D | +4.5% | -56.9% | +61.4% | +4.2% |
| 3M | -4.6% | -93.2% | +88.6% | -5.3% |
| 6M | -6.3% | -95.4% | +89.2% | -6.2% |
| YTD | +35.0% | -99.5% | +134.5% | +34.4% |
| 1Y | +38.8% | -99.6% | +138.4% | +38.1% |
| 3Y | +3.3% | -100.0% | +103.2% | +7.8% |
| 5Y | +73.6% | -100.0% | +173.6% | +69.5% |
| All | +204.6% | -100.0% | +304.6% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling