+721.3%
BKNG vs SLB
+219.2%
+502.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -0.7% | +3.5% | -4.2% | -1.8% |
| 30D | -0.7% | +6.5% | -7.2% | -3.1% |
| 3M | -25.0% | -0.2% | -24.8% | -25.6% |
| 6M | +3.4% | -5.7% | +9.2% | +3.5% |
| YTD | -25.0% | +36.8% | -61.8% | -34.7% |
| 1Y | -20.7% | +45.8% | -66.5% | -32.6% |
| 3Y | +30.9% | +3.4% | +27.6% | +21.6% |
| 5Y | +66.6% | +76.1% | -9.6% | +21.0% |
| 10Y | +165.1% | -13.0% | +178.1% | +118.0% |
| All | +721.3% | +219.2% | +502.1% | +366.2% |
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