+92.2%
COST vs SLB
+1.2%
+91.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | +4.6% | -4.3% | +8.9% | +4.8% |
| 30D | +12.8% | +1.9% | +10.8% | +12.5% |
| 3M | +12.1% | -5.7% | +17.8% | +12.3% |
| 6M | +6.0% | -5.3% | +11.4% | +6.1% |
| YTD | +24.4% | +32.2% | -7.8% | +21.4% |
| 1Y | +17.1% | +38.5% | -21.4% | +14.0% |
| 3Y | +92.2% | +1.1% | +91.0% | +92.5% |
| All | +92.2% | +1.2% | +91.0% | +92.5% |
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