+13,708.5%
COST vs SLB
+825.5%
+12,883.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | +4.6% | -4.3% | +8.9% | +5.3% |
| 30D | +12.8% | +1.9% | +10.8% | +12.3% |
| 3M | +12.1% | -5.7% | +17.8% | +12.7% |
| 6M | +6.0% | -5.3% | +11.4% | +6.2% |
| YTD | +24.4% | +32.2% | -7.8% | +17.8% |
| 1Y | +17.1% | +38.5% | -21.4% | +10.0% |
| 3Y | +92.2% | +1.1% | +91.0% | +86.7% |
| 5Y | +122.5% | +70.3% | +52.3% | +92.3% |
| 10Y | +758.9% | -17.3% | +776.2% | +687.4% |
| All | +13,708.5% | +825.5% | +12,883.1% | +5,881.5% |
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 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