-14.2%
SLB vs DLR
+188.5%
-202.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -2.0% | +0.9% | -0.7% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | -4.6% | -4.4% | -0.2% | -3.8% |
| 6M | -6.3% | -6.4% | +0.2% | -5.3% |
| YTD | +35.0% | +19.5% | +15.5% | +30.1% |
| 1Y | +38.8% | +10.5% | +28.3% | +35.7% |
| 3Y | +3.3% | +54.0% | -50.7% | -6.1% |
| 5Y | +73.6% | +39.7% | +33.9% | +59.0% |
| 10Y | -14.2% | +189.5% | -203.7% | -31.1% |
| All | -14.2% | +188.5% | -202.8% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling