+636.9%
SLB vs DRI
+7,577.6%
-6,940.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | +0.6% | +0.3% | +0.6% |
| 30D | +15.8% | +3.8% | +12.0% | +14.4% |
| 3M | -0.3% | +13.0% | -13.4% | -4.5% |
| 6M | +21.3% | +8.3% | +13.0% | +17.5% |
| YTD | +52.3% | +20.6% | +31.7% | +42.4% |
| 1Y | +63.6% | +6.5% | +57.2% | +58.5% |
| 3Y | +3.8% | +53.7% | -49.9% | -11.3% |
| 5Y | +128.6% | +72.7% | +56.0% | +85.1% |
| 10Y | -3.1% | +363.2% | -366.2% | -42.6% |
| All | +636.9% | +7,577.6% | -6,940.8% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling