-20.4%
BKNG vs SLB
+59.4%
-79.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -10.0% | -2.5% | -7.5% | -10.2% |
| 30D | -18.1% | +7.1% | -25.2% | -17.5% |
| 3M | +6.3% | +0.6% | +5.7% | +7.0% |
| 6M | +0.8% | +17.6% | -16.8% | +1.1% |
| YTD | -18.4% | +48.5% | -66.9% | -17.6% |
| 1Y | -20.4% | +59.4% | -79.8% | -20.5% |
| All | -20.4% | +59.4% | -79.8% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling