+65.4%
SLB vs DOC
-22.1%
+87.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -7.7% | +6.2% | -14.0% | -9.3% |
| 30D | -0.7% | +6.5% | -7.2% | -2.5% |
| 3M | 0.0% | -6.2% | +6.2% | +1.5% |
| 6M | -10.4% | +25.6% | -36.0% | -17.4% |
| YTD | +31.5% | +32.1% | -0.6% | +18.9% |
| 1Y | +39.1% | +20.3% | +18.8% | +29.7% |
| 3Y | -5.7% | +42.7% | -48.5% | -17.3% |
| 5Y | +65.4% | -22.2% | +87.6% | +77.2% |
| All | +65.4% | -22.1% | +87.5% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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