+62.5%
SLB vs DG
-34.7%
+97.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.6% |
| 7D | -7.1% | +1.1% | -8.2% | -7.1% |
| 30D | +4.1% | +9.5% | -5.4% | +3.8% |
| 3M | -2.6% | +5.5% | -8.1% | -2.9% |
| 6M | -8.6% | +16.1% | -24.6% | -9.1% |
| YTD | +32.2% | +2.7% | +29.5% | +32.2% |
| 1Y | +40.7% | +42.1% | -1.4% | +39.4% |
| 3Y | -4.5% | +19.3% | -23.8% | -5.5% |
| All | +62.5% | -34.7% | +97.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling