-14.3%
SLB vs DG
+110.2%
-124.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -3.0% | +1.8% | -1.0% |
| 30D | +4.5% | +8.6% | -4.1% | +3.7% |
| 3M | -4.6% | +15.0% | -19.6% | -5.8% |
| 6M | -6.3% | +32.7% | -38.9% | -8.7% |
| YTD | +35.0% | +5.5% | +29.5% | +34.0% |
| 1Y | +38.8% | +34.6% | +4.2% | +35.0% |
| 3Y | +3.3% | +24.2% | -21.0% | -0.8% |
| 5Y | +73.6% | -32.3% | +105.9% | +79.3% |
| All | -14.3% | +110.2% | -124.5% | -25.2% |
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