+62.5%
SLB vs DLR
+32.6%
+30.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -7.1% | -3.6% | -3.5% | -6.5% |
| 30D | +4.1% | -3.5% | +7.6% | +4.7% |
| 3M | -2.6% | -8.9% | +6.3% | -1.1% |
| 6M | -8.6% | -11.6% | +3.0% | -6.9% |
| YTD | +32.2% | +14.9% | +17.3% | +29.4% |
| 1Y | +40.7% | +6.4% | +34.2% | +39.1% |
| 3Y | -4.5% | +47.3% | -51.8% | -9.8% |
| All | +62.5% | +32.6% | +30.0% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling