-2.6%
SLB vs DVA
+186.3%
-188.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -1.9% | +2.0% | -3.9% | -2.4% |
| 30D | +7.8% | -0.4% | +8.2% | +7.8% |
| 3M | +2.7% | -7.7% | +10.3% | +3.8% |
| 6M | +22.2% | +20.0% | +2.2% | +13.9% |
| YTD | +51.1% | +61.1% | -10.0% | +28.3% |
| 1Y | +63.3% | +33.9% | +29.5% | +46.1% |
| 3Y | +2.4% | +91.5% | -89.1% | -20.1% |
| 5Y | +139.3% | +41.8% | +97.6% | +98.7% |
| 10Y | -2.6% | +187.5% | -190.1% | -34.2% |
| All | -2.6% | +186.3% | -188.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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