+1,381.0%
NET vs SLB
+63.5%
+1,317.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -16.4% | -4.1% | -12.3% | -15.9% |
| 30D | -25.8% | +2.5% | -28.4% | -26.1% |
| 3M | -11.5% | +2.0% | -13.5% | -11.9% |
| 6M | +18.9% | -6.3% | +25.3% | +19.5% |
| YTD | +35.2% | +36.5% | -1.3% | +29.3% |
| 1Y | +14.5% | +46.2% | -31.8% | +8.5% |
| 3Y | +313.8% | -2.1% | +315.9% | +304.9% |
| 5Y | +32.6% | +73.7% | -41.1% | +24.6% |
| All | +1,381.0% | +63.5% | +1,317.5% | +1,434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling