+62.5%
SLB vs DOW
-30.0%
+92.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -7.1% | -9.5% | +2.4% | -2.6% |
| 30D | +4.1% | +13.1% | -9.0% | -2.1% |
| 3M | -2.6% | +4.8% | -7.5% | -5.2% |
| 6M | -8.6% | -16.7% | +8.1% | -1.1% |
| YTD | +32.2% | +38.9% | -6.7% | +3.7% |
| 1Y | +40.7% | +48.3% | -7.6% | +5.8% |
| 3Y | -4.5% | -24.4% | +19.8% | +5.2% |
| All | +62.5% | -30.0% | +92.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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