+198.4%
SLB vs DFNS
-100.0%
+298.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.2% | +12.8% | +0.5% |
| 7D | -7.1% | -44.0% | +36.9% | -7.3% |
| 30D | +4.1% | -69.1% | +73.2% | +3.7% |
| 3M | -2.6% | -95.6% | +93.0% | -3.5% |
| 6M | -8.6% | -96.2% | +87.6% | -8.5% |
| YTD | +32.2% | -99.6% | +131.8% | +31.5% |
| 1Y | +40.7% | -99.7% | +140.4% | +39.8% |
| 3Y | -4.5% | -100.0% | +95.4% | 0.0% |
| 5Y | +66.4% | -100.0% | +166.3% | +62.3% |
| All | +198.4% | -100.0% | +298.4% | +194.6% |
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