+111.8%
SLB vs DOCN
+102.5%
+9.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -0.6% |
| 7D | -4.1% | -20.0% | +16.0% | -2.5% |
| 30D | +2.5% | -38.8% | +41.3% | +6.1% |
| 3M | +2.0% | -34.8% | +36.8% | +4.6% |
| 6M | -6.3% | -22.8% | +16.4% | -6.4% |
| YTD | +36.5% | +74.6% | -38.1% | +25.9% |
| 1Y | +46.2% | +116.4% | -70.2% | +32.2% |
| 3Y | -2.1% | +239.3% | -241.4% | -15.3% |
| 5Y | +73.7% | -20.2% | +93.9% | +56.2% |
| All | +111.8% | +102.5% | +9.3% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling