+39.8%
SLB vs DT
-7.6%
+47.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | -3.7% | -20.2% | +16.6% | -4.3% |
| 30D | +2.9% | -30.8% | +33.7% | +1.7% |
| 3M | +0.2% | -10.2% | +10.4% | +1.0% |
| 6M | -4.4% | +8.0% | -12.5% | -2.5% |
| YTD | +33.4% | +1.5% | +32.0% | +37.2% |
| All | +39.8% | -7.6% | +47.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling