-31.5%
SLB vs JD
+50.3%
-81.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.2% |
| 7D | -7.7% | +11.7% | -19.5% | -9.2% |
| 30D | -0.7% | +8.1% | -8.8% | -1.9% |
| 3M | 0.0% | -12.0% | +12.0% | +1.6% |
| 6M | -10.4% | -3.5% | -6.9% | -10.3% |
| YTD | +31.5% | +3.3% | +28.1% | +30.2% |
| 1Y | +39.1% | -7.4% | +46.6% | +39.8% |
| 3Y | -5.7% | +16.6% | -22.3% | -10.5% |
| 5Y | +65.4% | -57.9% | +123.3% | +73.1% |
| 10Y | -15.6% | +32.6% | -48.2% | -34.3% |
| All | -31.5% | +50.3% | -81.8% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling