+80.1%
SLB vs DT
+103.5%
-23.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +0.8% | -3.3% | +4.1% | +1.4% |
| 30D | +15.8% | +2.0% | +13.8% | +15.2% |
| 3M | -0.3% | +20.0% | -20.3% | -4.3% |
| 6M | +21.3% | +39.3% | -17.9% | +12.1% |
| YTD | +52.3% | +19.8% | +32.6% | +44.6% |
| 1Y | +63.6% | +4.3% | +59.3% | +59.5% |
| 3Y | +3.8% | +7.7% | -3.9% | -1.1% |
| 5Y | +128.6% | -26.8% | +155.5% | +129.4% |
| All | +80.1% | +103.5% | -23.5% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling