-7.5%
SLB vs DRI
+17.5%
-25.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.2% |
| 7D | +2.6% | -0.3% | +2.9% | +2.5% |
| 30D | +4.4% | +10.8% | -6.5% | +5.9% |
| 3M | -2.7% | +0.9% | -3.6% | -2.4% |
| 6M | -7.5% | +16.3% | -23.9% | -3.3% |
| All | -7.5% | +17.5% | -25.0% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling