-4.8%
SLB vs DLR
+163.6%
-168.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | +3.4% | -3.0% | -0.3% |
| 30D | +13.6% | -2.2% | +15.8% | +14.0% |
| 3M | +1.5% | +4.7% | -3.2% | +0.4% |
| 6M | +23.0% | +9.0% | +14.0% | +20.7% |
| YTD | +51.2% | +24.1% | +27.1% | +44.7% |
| 1Y | +63.5% | +20.9% | +42.5% | +56.9% |
| 3Y | +2.5% | +60.0% | -57.5% | -7.6% |
| 5Y | +139.2% | +35.3% | +103.9% | +120.7% |
| 10Y | -4.8% | +165.8% | -170.5% | -25.3% |
| All | -4.8% | +163.6% | -168.4% | -25.3% |
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