+11,743.1%
COST vs SLB
+966.6%
+10,776.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.1% | +0.8% | -4.0% | -3.3% |
| 30D | -2.8% | +15.8% | -18.6% | -5.1% |
| 3M | -5.7% | -0.3% | -5.3% | -6.0% |
| 6M | -8.8% | +21.3% | -30.1% | -12.0% |
| YTD | +6.7% | +52.3% | -45.6% | -1.0% |
| 1Y | -3.6% | +63.6% | -67.3% | -11.8% |
| 3Y | +75.1% | +3.8% | +71.3% | +69.7% |
| 5Y | +108.9% | +128.6% | -19.7% | +71.9% |
| 10Y | +586.2% | -3.1% | +589.2% | +514.5% |
| All | +11,743.1% | +966.6% | +10,776.4% | +4,930.3% |
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 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