+147.4%
JPM vs SLB
-6.1%
+153.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.8% | -7.1% | +6.4% | +1.0% |
| 30D | +1.5% | +4.1% | -2.6% | +0.4% |
| 3M | -5.7% | -2.6% | -3.0% | -5.5% |
| 6M | +7.2% | -8.6% | +15.8% | +8.8% |
| YTD | +5.8% | +32.2% | -26.4% | -4.4% |
| 1Y | +8.8% | +40.7% | -31.9% | -3.7% |
| 3Y | +147.4% | -4.5% | +151.9% | +131.9% |
| All | +147.4% | -6.1% | +153.5% | +131.9% |
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