+43.7%
ON vs SLB
+37.4%
+6.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -4.1% | -4.3% | +0.2% | -2.3% |
| 30D | -10.2% | +1.9% | -12.2% | -10.6% |
| 3M | -12.7% | -5.7% | -7.0% | -10.4% |
| 6M | -32.5% | -5.3% | -27.2% | -30.2% |
| YTD | +28.6% | +32.2% | -3.6% | +17.1% |
| All | +43.7% | +37.4% | +6.3% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling