+46.2%
SLB vs DLR
+11.0%
+35.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.1% |
| 7D | -4.1% | +2.8% | -6.9% | -5.1% |
| 30D | +2.5% | +2.8% | -0.2% | +1.4% |
| 3M | +2.0% | -4.0% | +6.0% | +3.2% |
| 6M | -6.3% | -5.6% | -0.7% | -5.5% |
| YTD | +36.5% | +21.9% | +14.6% | +26.8% |
| 1Y | +46.2% | +13.0% | +33.2% | +39.5% |
| All | +46.2% | +11.0% | +35.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling