+73.7%
SLB vs DOC
-22.8%
+96.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.9% |
| 7D | -4.1% | +8.7% | -12.8% | -6.2% |
| 30D | +2.5% | +7.6% | -5.1% | +0.4% |
| 3M | +2.0% | -5.3% | +7.3% | +3.2% |
| 6M | -6.3% | +27.6% | -34.0% | -14.1% |
| YTD | +36.5% | +32.4% | +4.1% | +23.4% |
| 1Y | +46.2% | +22.9% | +23.4% | +35.4% |
| 3Y | -2.1% | +43.1% | -45.2% | -14.2% |
| 5Y | +73.7% | -21.4% | +95.1% | +84.6% |
| All | +73.7% | -22.8% | +96.5% | +84.6% |
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