+76.4%
SLB vs DFNS
-100.0%
+176.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.5% |
| 7D | +3.5% | -6.0% | +9.5% | +3.5% |
| 30D | +6.5% | -71.2% | +77.7% | +6.1% |
| 3M | -0.2% | -94.5% | +94.3% | -1.1% |
| 6M | -5.7% | -96.5% | +90.8% | -5.7% |
| YTD | +36.8% | -99.6% | +136.5% | +36.1% |
| 1Y | +45.8% | -99.7% | +145.5% | +45.0% |
| 3Y | +3.4% | -100.0% | +103.3% | +6.3% |
| All | +76.4% | -100.0% | +176.3% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling