+837.9%
SLB vs DTE
+3,619.8%
-2,781.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -1.2% | +1.6% | -2.7% | -2.0% |
| 30D | +4.5% | +9.1% | -4.6% | -0.4% |
| 3M | -4.6% | +2.4% | -7.0% | -6.1% |
| 6M | -6.3% | -0.2% | -6.0% | -6.7% |
| YTD | +35.0% | +11.0% | +23.9% | +26.4% |
| 1Y | +38.8% | +3.4% | +35.4% | +34.9% |
| 3Y | +3.3% | +57.1% | -53.8% | -21.4% |
| 5Y | +73.6% | +46.6% | +27.1% | +34.7% |
| 10Y | -14.2% | +151.3% | -165.5% | -50.2% |
| All | +837.9% | +3,619.8% | -2,781.8% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling