+39.1%
SLB vs DOCN
+56.0%
-16.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.1% | -2.9% |
| 7D | -7.7% | -29.3% | +21.5% | -6.3% |
| 30D | -0.7% | -46.0% | +45.3% | +1.9% |
| 3M | 0.0% | -43.2% | +43.2% | +2.3% |
| 6M | -10.4% | -53.7% | +43.3% | -7.4% |
| YTD | +31.5% | +46.9% | -15.5% | +17.1% |
| 1Y | +39.1% | +54.3% | -15.2% | +23.0% |
| All | +39.1% | +56.0% | -16.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling