-5.8%
SLB vs DTE
+137.8%
-143.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -2.5% | -2.6% | +0.1% | -1.0% |
| 30D | +7.1% | -4.4% | +11.5% | +9.9% |
| 3M | +0.6% | -8.3% | +9.0% | +5.7% |
| 6M | +17.6% | -8.1% | +25.7% | +22.8% |
| YTD | +48.5% | +4.4% | +44.0% | +43.1% |
| 1Y | +59.4% | +0.2% | +59.2% | +57.2% |
| 3Y | -0.4% | +42.6% | -43.0% | -23.4% |
| 5Y | +133.8% | +31.5% | +102.3% | +85.1% |
| All | -5.8% | +137.8% | -143.6% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling