-4.8%
SLB vs DG
+105.6%
-110.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +13.6% | +1.0% | +12.6% | +13.4% |
| 3M | +1.5% | +20.3% | -18.8% | -0.2% |
| 6M | +23.0% | -11.7% | +34.8% | +24.1% |
| YTD | +51.2% | -2.3% | +53.5% | +51.3% |
| 1Y | +63.5% | +20.0% | +43.5% | +60.5% |
| 3Y | +2.5% | +7.2% | -4.7% | 0.0% |
| 5Y | +139.2% | -37.9% | +177.1% | +149.2% |
| 10Y | -4.8% | +107.3% | -112.1% | -17.7% |
| All | -4.8% | +105.6% | -110.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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