-14.2%
SLB vs DRI
+339.9%
-354.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -0.7% | -0.4% | -0.8% |
| 30D | +4.5% | +14.7% | -10.2% | -2.1% |
| 3M | -4.6% | +5.4% | -10.0% | -7.6% |
| 6M | -6.3% | +18.8% | -25.1% | -14.7% |
| YTD | +35.0% | +28.4% | +6.6% | +17.5% |
| 1Y | +38.8% | +37.7% | +1.1% | +16.7% |
| 3Y | +3.3% | +68.0% | -64.7% | -22.9% |
| 5Y | +73.6% | +78.8% | -5.2% | +21.5% |
| 10Y | -14.2% | +334.2% | -348.4% | -59.6% |
| All | -14.2% | +339.9% | -354.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling