-14.2%
SLB vs JD
+31.1%
-45.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +4.5% | +4.2% | +0.3% | +3.8% |
| 3M | -4.6% | -12.8% | +8.2% | -2.9% |
| 6M | -6.3% | -8.8% | +2.5% | -5.4% |
| YTD | +35.0% | +0.5% | +34.5% | +34.1% |
| 1Y | +38.8% | -8.8% | +47.6% | +39.8% |
| 3Y | +3.3% | +18.6% | -15.3% | -2.1% |
| 5Y | +73.6% | -62.2% | +135.9% | +87.0% |
| 10Y | -14.2% | +32.2% | -46.4% | -35.9% |
| All | -14.2% | +31.1% | -45.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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