+892.4%
BKNG vs SLB
+255.3%
+637.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.0% | +0.8% | -6.8% | -6.4% |
| 30D | -6.6% | +15.8% | -22.5% | -11.4% |
| 3M | +15.7% | -0.3% | +16.0% | +14.5% |
| 6M | +14.1% | +21.3% | -7.2% | +4.9% |
| YTD | -9.3% | +52.3% | -61.6% | -23.4% |
| 1Y | -12.8% | +63.6% | -76.4% | -28.5% |
| 3Y | +58.4% | +3.8% | +54.7% | +47.5% |
| 5Y | +114.1% | +128.6% | -14.5% | +42.3% |
| 10Y | +246.8% | -3.1% | +249.9% | +176.7% |
| All | +892.4% | +255.3% | +637.1% | +447.0% |
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