+2.5%
SLB vs DTE
+48.7%
-46.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +13.6% | -1.9% | +15.5% | +14.1% |
| 3M | +1.5% | -3.3% | +4.8% | +2.3% |
| 6M | +23.0% | -7.1% | +30.1% | +25.2% |
| YTD | +51.2% | +8.1% | +43.1% | +47.4% |
| 1Y | +63.5% | +5.3% | +58.2% | +60.2% |
| 3Y | +2.5% | +48.2% | -45.7% | -5.7% |
| All | +2.5% | +48.7% | -46.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling