+124.0%
JPM vs SLB
+65.5%
+58.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.8% | -7.1% | +6.4% | +0.9% |
| 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% | +8.6% |
| YTD | +5.8% | +32.2% | -26.4% | -2.8% |
| 1Y | +8.8% | +40.7% | -31.9% | -1.7% |
| 3Y | +147.4% | -4.5% | +151.9% | +139.9% |
| All | +124.0% | +65.5% | +58.5% | +82.7% |
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