-5.9%
SLB vs DGX
+249.5%
-255.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -2.4% | -3.5% | +1.0% | -1.5% |
| 30D | +4.9% | -2.7% | +7.6% | +5.7% |
| 3M | +1.4% | +13.9% | -12.5% | -2.6% |
| 6M | +17.6% | +16.0% | +1.6% | +12.1% |
| YTD | +48.3% | +34.9% | +13.4% | +34.7% |
| 1Y | +58.7% | +30.6% | +28.1% | +45.2% |
| 3Y | +0.6% | +93.0% | -92.4% | -20.1% |
| 5Y | +133.6% | +64.4% | +69.2% | +91.9% |
| All | -5.9% | +249.5% | -255.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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