+71.8%
COST vs SLB
+1.7%
+70.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -4.0% | +13.6% | -17.6% | -4.9% |
| 3M | -6.5% | +1.5% | -8.0% | -6.7% |
| 6M | -8.5% | +23.0% | -31.6% | -10.0% |
| YTD | +6.0% | +51.2% | -45.2% | +2.5% |
| 1Y | -5.8% | +63.5% | -69.3% | -9.5% |
| 3Y | +71.8% | +2.5% | +69.3% | +72.0% |
| All | +71.8% | +1.7% | +70.1% | +72.0% |
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