+103.9%
SLB vs DOCN
+70.4%
+33.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.1% | -2.5% |
| 7D | -7.7% | -29.3% | +21.5% | -5.4% |
| 30D | -0.7% | -46.0% | +45.3% | +3.6% |
| 3M | 0.0% | -43.2% | +43.2% | +3.5% |
| 6M | -10.4% | -53.7% | +43.3% | -6.3% |
| YTD | +31.5% | +46.9% | -15.5% | +22.8% |
| 1Y | +39.1% | +54.3% | -15.2% | +29.3% |
| 3Y | -5.7% | +185.5% | -191.3% | -17.4% |
| 5Y | +65.4% | -31.1% | +96.5% | +50.5% |
| All | +103.9% | +70.4% | +33.5% | +86.4% |
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