+13.9%
SLB vs DG
+612.5%
-598.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.9% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | +4.1% | +9.5% | -5.4% | +2.8% |
| 3M | -2.6% | +5.5% | -8.1% | -3.6% |
| 6M | -8.6% | +16.1% | -24.6% | -10.7% |
| YTD | +32.2% | +2.7% | +29.5% | +31.0% |
| 1Y | +40.7% | +42.1% | -1.4% | +33.7% |
| 3Y | -4.5% | +19.3% | -23.8% | -9.6% |
| 5Y | +66.4% | -35.3% | +101.7% | +71.3% |
| 10Y | -15.1% | +123.9% | -139.0% | -32.4% |
| All | +13.9% | +612.5% | -598.6% | -40.2% |
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 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