-17.1%
SLB vs DRI
+367.2%
-384.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -7.1% | +2.8% | -9.9% | -8.4% |
| 30D | +4.1% | +13.3% | -9.2% | -1.9% |
| 3M | -2.6% | +8.2% | -10.8% | -6.9% |
| 6M | -8.6% | +17.5% | -26.1% | -16.4% |
| YTD | +32.2% | +26.9% | +5.3% | +15.7% |
| 1Y | +40.7% | +31.6% | +9.1% | +20.8% |
| 3Y | -4.5% | +67.0% | -71.5% | -28.5% |
| 5Y | +66.4% | +72.9% | -6.5% | +18.5% |
| All | -17.1% | +367.2% | -384.3% | -60.6% |
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