+559.5%
SLB vs DVA
+5,180.6%
-4,621.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.7% |
| 7D | -1.2% | -4.8% | +3.6% | -0.4% |
| 30D | +4.5% | +0.9% | +3.5% | +4.1% |
| 3M | -4.6% | +2.9% | -7.5% | -5.4% |
| 6M | -6.3% | -7.8% | +1.5% | -5.9% |
| YTD | +35.0% | +61.5% | -26.6% | +22.0% |
| 1Y | +38.8% | +50.1% | -11.3% | +27.0% |
| 3Y | +3.3% | +121.1% | -117.8% | -12.3% |
| 5Y | +73.6% | +72.9% | +0.7% | +49.9% |
| 10Y | -14.2% | +208.2% | -222.5% | -33.0% |
| All | +559.5% | +5,180.6% | -4,621.0% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling