+20,037.3%
ADBE vs SLB
+825.9%
+19,211.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.4% | -7.1% | +2.7% | -2.5% |
| 30D | +2.8% | +4.1% | -1.3% | +1.4% |
| 3M | -8.0% | -2.6% | -5.4% | -8.0% |
| 6M | -4.3% | -8.6% | +4.2% | -3.3% |
| YTD | -31.6% | +32.2% | -63.8% | -38.1% |
| 1Y | -26.9% | +40.7% | -67.5% | -35.0% |
| 3Y | -57.7% | -4.5% | -53.2% | -59.1% |
| 5Y | -63.9% | +66.4% | -130.3% | -71.7% |
| 10Y | +125.3% | -15.1% | +140.4% | +91.3% |
| All | +20,037.3% | +825.9% | +19,211.5% | +6,654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling