+133.6%
SLB vs DOW
-36.0%
+169.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -2.4% | -2.4% | -0.1% | -1.3% |
| 30D | +4.9% | -4.1% | +9.0% | +6.9% |
| 3M | +1.4% | -12.4% | +13.9% | +7.7% |
| 6M | +17.6% | -10.6% | +28.3% | +19.8% |
| YTD | +48.3% | +31.1% | +17.2% | +19.5% |
| 1Y | +58.7% | +30.5% | +28.2% | +26.1% |
| 3Y | +0.6% | -34.4% | +35.0% | +22.2% |
| 5Y | +133.6% | -35.5% | +169.1% | +187.0% |
| All | +133.6% | -36.0% | +169.5% | +187.0% |
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