+958.5%
SLB vs DTE
+3,490.8%
-2,532.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.8% | +0.2% | +0.7% | +0.7% |
| 30D | +15.8% | -2.6% | +18.4% | +17.3% |
| 3M | -0.3% | -3.9% | +3.6% | +1.4% |
| 6M | +21.3% | -7.9% | +29.3% | +26.1% |
| YTD | +52.3% | +7.2% | +45.1% | +45.6% |
| 1Y | +63.6% | +3.1% | +60.5% | +59.4% |
| 3Y | +3.8% | +47.6% | -43.8% | -18.4% |
| 5Y | +128.6% | +32.7% | +95.9% | +87.3% |
| 10Y | -3.1% | +138.8% | -141.8% | -42.2% |
| All | +958.5% | +3,490.8% | -2,532.3% | +118.6% |
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 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