+2.5%
SLB vs DVA
+88.7%
-86.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.4% | +2.2% | -1.8% | +0.2% |
| 30D | +13.6% | -2.0% | +15.6% | +13.8% |
| 3M | +1.5% | -6.3% | +7.8% | +1.7% |
| 6M | +23.0% | +19.4% | +3.6% | +18.4% |
| YTD | +51.2% | +58.5% | -7.3% | +37.4% |
| 1Y | +63.5% | +33.9% | +29.6% | +53.0% |
| 3Y | +2.5% | +88.4% | -85.9% | -4.7% |
| All | +2.5% | +88.7% | -86.2% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling