+307.3%
SLB vs DGX
+9,743.1%
-9,435.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +1.6% | +2.0% | +3.1% |
| 30D | +6.5% | +11.2% | -4.7% | +3.5% |
| 3M | -0.2% | +10.4% | -10.6% | -3.0% |
| 6M | -5.7% | +37.1% | -42.8% | -13.8% |
| YTD | +36.8% | +52.1% | -15.3% | +21.2% |
| 1Y | +45.8% | +40.7% | +5.1% | +31.9% |
| 3Y | +3.4% | +107.6% | -104.2% | -16.9% |
| 5Y | +76.1% | +90.6% | -14.5% | +42.6% |
| 10Y | -13.0% | +287.9% | -301.0% | -43.5% |
| All | +307.3% | +9,743.1% | -9,435.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling