+849.0%
SLB vs DOC
+2,934.4%
-2,085.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.2% |
| 7D | -4.1% | +8.7% | -12.8% | -6.9% |
| 30D | +2.5% | +7.6% | -5.1% | -0.3% |
| 3M | +2.0% | -5.3% | +7.3% | +3.4% |
| 6M | -6.3% | +27.6% | -34.0% | -15.5% |
| YTD | +36.5% | +32.4% | +4.1% | +21.2% |
| 1Y | +46.2% | +22.9% | +23.4% | +33.2% |
| 3Y | -2.1% | +43.1% | -45.2% | -16.6% |
| 5Y | +73.7% | -21.4% | +95.1% | +80.2% |
| 10Y | -12.3% | +16.8% | -29.1% | -23.2% |
| All | +849.0% | +2,934.4% | -2,085.4% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling