+452.4%
ON vs SLB
-16.2%
+468.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -11.7% | -7.1% | -4.6% | -8.2% |
| 30D | -23.3% | +4.1% | -27.4% | -24.8% |
| 3M | -19.2% | -2.6% | -16.5% | -18.4% |
| 6M | -40.1% | -8.6% | -31.6% | -37.9% |
| YTD | +16.9% | +32.2% | -15.3% | -0.2% |
| 1Y | +29.7% | +40.7% | -10.9% | +7.0% |
| 3Y | -4.4% | -4.5% | +0.1% | -6.3% |
| 5Y | +7.1% | +66.4% | -59.3% | -27.8% |
| All | +452.4% | -16.2% | +468.7% | +256.1% |
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