+293.4%
C vs SLB
-3.2%
+296.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.0% |
| 30D | +0.1% | +15.8% | -15.8% | -7.0% |
| 3M | +2.4% | -0.3% | +2.8% | +1.2% |
| 6M | +24.9% | +21.3% | +3.6% | +11.9% |
| YTD | +19.8% | +52.3% | -32.5% | -4.3% |
| 1Y | +44.9% | +63.6% | -18.7% | +11.1% |
| 3Y | +263.0% | +3.8% | +259.2% | +235.1% |
| 5Y | +129.5% | +128.6% | +0.9% | +26.8% |
| All | +293.4% | -3.2% | +296.6% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling