+63.6%
SLB vs DTE
+3.0%
+60.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +15.8% | -2.6% | +18.4% | +16.3% |
| 3M | -0.3% | -3.9% | +3.6% | +0.5% |
| 6M | +21.3% | -7.9% | +29.3% | +23.3% |
| YTD | +52.3% | +7.2% | +45.1% | +49.9% |
| 1Y | +63.6% | +3.1% | +60.5% | +61.3% |
| All | +63.6% | +3.0% | +60.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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