+627.3%
SLB vs DHI
+12,596.5%
-11,969.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -2.3% | +0.5% | -1.4% |
| 30D | +7.8% | -5.3% | +13.1% | +8.9% |
| 3M | +2.7% | -7.8% | +10.4% | +4.0% |
| 6M | +22.2% | -5.4% | +27.5% | +22.8% |
| YTD | +51.1% | -2.7% | +53.8% | +50.8% |
| 1Y | +63.3% | -21.0% | +84.3% | +69.8% |
| 3Y | +2.4% | +22.2% | -19.8% | -4.8% |
| 5Y | +139.3% | +62.2% | +77.2% | +104.4% |
| 10Y | -2.6% | +414.3% | -416.9% | -35.5% |
| All | +627.3% | +12,596.5% | -11,969.3% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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