+78.8%
SLB vs DT
+97.2%
-18.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +0.4% | -4.9% | +5.3% | +1.3% |
| 30D | +13.6% | +2.7% | +10.9% | +12.9% |
| 3M | +1.5% | +20.0% | -18.5% | -2.5% |
| 6M | +23.0% | +28.0% | -5.0% | +15.6% |
| YTD | +51.2% | +16.0% | +35.2% | +44.4% |
| 1Y | +63.5% | +0.7% | +62.8% | +60.5% |
| 3Y | +2.5% | +6.2% | -3.7% | -2.1% |
| 5Y | +139.2% | -28.1% | +167.3% | +140.5% |
| All | +78.8% | +97.2% | -18.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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