+31.2%
SLB vs DG
+606.1%
-574.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.8% | +8.4% | -7.6% | -0.1% |
| 30D | +15.8% | +4.9% | +10.9% | +15.1% |
| 3M | -0.3% | +29.3% | -29.7% | -3.6% |
| 6M | +21.3% | -11.3% | +32.6% | +22.7% |
| YTD | +52.3% | +1.8% | +50.6% | +51.4% |
| 1Y | +63.6% | +25.3% | +38.3% | +58.1% |
| 3Y | +3.8% | +9.1% | -5.3% | -0.3% |
| 5Y | +128.6% | -34.9% | +163.5% | +135.4% |
| 10Y | -3.1% | +108.2% | -111.2% | -21.6% |
| All | +31.2% | +606.1% | -574.9% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling