+46.2%
SLB vs ED
+27.1%
+19.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -0.5% |
| 7D | -4.1% | +5.4% | -9.5% | -3.1% |
| 30D | +2.5% | +16.4% | -13.8% | +5.3% |
| 3M | +2.0% | +11.9% | -9.9% | +4.0% |
| 6M | -6.3% | +11.6% | -17.9% | -4.2% |
| YTD | +36.5% | +24.1% | +12.4% | +44.7% |
| 1Y | +46.2% | +26.9% | +19.4% | +57.2% |
| All | +46.2% | +27.1% | +19.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling