+155.3%
JPM vs SLB
+132.5%
+22.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | -0.2% | +15.8% | -16.0% | -3.8% |
| 3M | +15.9% | -0.3% | +16.2% | +15.4% |
| 6M | +20.9% | +21.3% | -0.4% | +14.4% |
| YTD | +12.9% | +52.3% | -39.4% | +0.5% |
| 1Y | +20.3% | +63.6% | -43.3% | +4.8% |
| 3Y | +160.9% | +3.8% | +157.2% | +148.5% |
| All | +155.3% | +132.5% | +22.7% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling