+120.0%
ADBE vs SLB
-15.8%
+135.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -5.6% | -3.7% | -1.9% | -5.1% |
| 30D | -2.0% | +2.9% | -5.0% | -2.6% |
| 3M | -10.5% | +0.2% | -10.7% | -10.8% |
| 6M | -6.2% | -4.4% | -1.8% | -6.2% |
| YTD | -32.2% | +33.4% | -65.6% | -36.1% |
| 1Y | -27.4% | +40.8% | -68.2% | -32.2% |
| 3Y | -58.9% | +3.2% | -62.1% | -60.2% |
| 5Y | -64.5% | +64.8% | -129.3% | -68.9% |
| 10Y | +120.0% | -16.6% | +136.6% | +100.9% |
| All | +120.0% | -15.8% | +135.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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