+992.7%
C vs SLB
+820.7%
+172.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -3.4% |
| 7D | -5.3% | -7.7% | +2.5% | -1.8% |
| 30D | -7.3% | -0.7% | -6.6% | -7.3% |
| 3M | -13.5% | 0.0% | -13.4% | -14.3% |
| 6M | -6.5% | -10.4% | +3.9% | -3.6% |
| YTD | +3.6% | +31.5% | -27.9% | -11.6% |
| 1Y | +18.9% | +39.1% | -20.2% | -1.4% |
| 3Y | +205.0% | -5.7% | +210.7% | +193.0% |
| 5Y | +109.4% | +65.4% | +43.9% | +42.8% |
| 10Y | +232.9% | -15.6% | +248.5% | +178.0% |
| All | +992.7% | +820.7% | +172.0% | +282.1% |
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 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