+689.2%
NFLX vs SLB
-3.4%
+692.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -4.2% | +0.8% | -5.1% | -4.4% |
| 30D | +5.5% | +15.8% | -10.4% | +3.8% |
| 3M | -4.1% | -0.3% | -3.7% | -4.2% |
| 6M | -20.7% | +21.3% | -42.0% | -22.6% |
| YTD | -16.5% | +52.3% | -68.8% | -20.7% |
| 1Y | -37.8% | +63.6% | -101.4% | -41.5% |
| 3Y | +77.9% | +3.8% | +74.1% | +74.5% |
| 5Y | +32.5% | +128.6% | -96.1% | +16.9% |
| All | +689.2% | -3.4% | +692.6% | +799.9% |
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 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