+39.1%
BKNG vs SLB
+1.0%
+38.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -13.1% | -1.9% | -11.3% | -12.9% |
| 30D | -18.5% | +7.8% | -26.3% | -19.3% |
| 3M | +5.8% | +2.7% | +3.1% | +5.4% |
| 6M | -2.1% | +22.2% | -24.3% | -5.8% |
| YTD | -18.6% | +51.1% | -69.7% | -25.3% |
| 1Y | -21.7% | +63.3% | -85.0% | -29.6% |
| All | +39.1% | +1.0% | +38.1% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling