+609.0%
COST vs SLB
-4.1%
+613.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -5.3% | +7.8% | -13.1% | -5.9% |
| 3M | -6.7% | +2.7% | -9.3% | -7.0% |
| 6M | -9.9% | +22.2% | -32.1% | -11.6% |
| YTD | +5.1% | +51.1% | -46.0% | +1.4% |
| 1Y | -7.3% | +63.3% | -70.6% | -11.2% |
| 3Y | +70.4% | +2.4% | +68.0% | +68.0% |
| 5Y | +104.4% | +139.3% | -34.9% | +85.4% |
| 10Y | +609.0% | -2.6% | +611.6% | +606.1% |
| All | +609.0% | -4.1% | +613.1% | +606.1% |
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 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