+16.1%
JPM vs SLB
+45.4%
-29.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | +3.8% | -4.1% | +7.8% | +4.3% |
| 30D | +6.5% | +2.5% | +3.9% | +6.1% |
| 3M | -1.0% | +2.0% | -3.0% | -1.5% |
| 6M | +15.5% | -6.3% | +21.9% | +16.3% |
| YTD | +11.4% | +36.5% | -25.2% | +3.8% |
| 1Y | +16.1% | +46.2% | -30.2% | +8.0% |
| All | +16.1% | +45.4% | -29.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling