+265.0%
C vs SLB
+3.2%
+261.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | +0.1% | +15.8% | -15.8% | -4.6% |
| 3M | +2.4% | -0.3% | +2.8% | +2.2% |
| 6M | +24.9% | +21.3% | +3.6% | +16.1% |
| YTD | +19.8% | +52.3% | -32.5% | +2.3% |
| 1Y | +44.9% | +63.6% | -18.7% | +19.9% |
| All | +265.0% | +3.2% | +261.8% | +230.1% |
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