+39.8%
SLB vs DLR
+9.4%
+30.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.4% |
| 7D | -3.7% | +2.4% | -6.0% | -4.6% |
| 30D | +2.9% | +0.7% | +2.2% | +2.5% |
| 3M | +0.2% | -6.4% | +6.7% | +2.5% |
| 6M | -4.4% | -6.5% | +2.1% | -3.2% |
| YTD | +33.4% | +18.8% | +14.6% | +24.6% |
| All | +39.8% | +9.4% | +30.5% | +35.2% |
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