+25.7%
COP vs SLB
-6.1%
+31.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -11.5% | -7.1% | -4.4% | -8.1% |
| 30D | +5.0% | +4.1% | +0.9% | +2.7% |
| 3M | +17.5% | -2.6% | +20.1% | +18.1% |
| 6M | +16.2% | -8.6% | +24.8% | +20.0% |
| YTD | +48.8% | +32.2% | +16.6% | +19.7% |
| 1Y | +64.1% | +40.7% | +23.4% | +26.9% |
| 3Y | +25.7% | -4.5% | +30.2% | +17.3% |
| All | +25.7% | -6.1% | +31.7% | +17.3% |
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