+57.7%
SLB vs DT
+72.4%
-14.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -3.7% | -20.2% | +16.6% | +0.2% |
| 30D | +2.9% | -30.8% | +33.7% | +9.8% |
| 3M | +0.2% | -10.2% | +10.4% | +1.7% |
| 6M | -4.4% | +8.0% | -12.5% | -7.2% |
| YTD | +33.4% | +1.5% | +32.0% | +30.0% |
| 1Y | +40.8% | -6.9% | +47.7% | +39.7% |
| 3Y | +3.2% | -10.9% | +14.1% | +1.7% |
| 5Y | +64.8% | -42.2% | +107.0% | +73.6% |
| All | +57.7% | +72.4% | -14.7% | +6.7% |
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