+1.8%
SLB vs DFNS
-100.0%
+101.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.4% | +19.3% | -0.2% |
| 7D | +2.6% | -12.7% | +15.2% | +2.5% |
| 30D | +4.4% | -65.2% | +69.6% | +4.1% |
| 3M | -2.7% | -94.6% | +91.8% | -3.5% |
| 6M | -7.5% | -96.2% | +88.7% | -7.5% |
| YTD | +34.8% | -99.6% | +134.4% | +34.2% |
| 1Y | +44.6% | -99.7% | +144.3% | +43.8% |
| All | +1.8% | -100.0% | +101.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling