+583.6%
JPM vs SLB
-4.3%
+587.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -1.1% | +13.6% | -14.7% | -5.8% |
| 3M | +14.1% | +1.5% | +12.6% | +12.6% |
| 6M | +23.3% | +23.0% | +0.3% | +12.7% |
| YTD | +11.3% | +51.2% | -39.9% | -6.2% |
| 1Y | +23.0% | +63.5% | -40.5% | +0.2% |
| 3Y | +162.6% | +2.5% | +160.0% | +147.7% |
| 5Y | +152.8% | +139.2% | +13.6% | +56.3% |
| 10Y | +583.6% | -4.8% | +588.4% | +370.1% |
| All | +583.6% | -4.3% | +587.9% | +370.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling