+152.3%
SLB vs DLR
+3,457.2%
-3,305.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.2% |
| 7D | -3.7% | +2.4% | -6.0% | -4.5% |
| 30D | +2.9% | +0.7% | +2.2% | +2.6% |
| 3M | +0.2% | -6.4% | +6.7% | +2.2% |
| 6M | -4.4% | -6.5% | +2.1% | -2.7% |
| YTD | +33.4% | +18.8% | +14.6% | +25.1% |
| 1Y | +40.8% | +9.0% | +31.7% | +35.8% |
| 3Y | +3.2% | +54.5% | -51.3% | -13.5% |
| 5Y | +64.8% | +35.8% | +29.0% | +39.1% |
| 10Y | -16.6% | +177.5% | -194.0% | -50.1% |
| All | +152.3% | +3,457.2% | -3,305.0% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling