+25.8%
ON vs SLB
+75.0%
-49.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +17.0% | +2.6% | +14.5% | +15.9% |
| 30D | -3.9% | +4.4% | -8.2% | -5.4% |
| 3M | -11.5% | -2.7% | -8.8% | -10.5% |
| 6M | -29.2% | -7.5% | -21.6% | -27.1% |
| YTD | +36.2% | +34.8% | +1.3% | +19.0% |
| 1Y | +49.6% | +44.6% | +5.1% | +26.9% |
| 3Y | +9.4% | +3.2% | +6.2% | +2.0% |
| 5Y | +25.8% | +73.6% | -47.7% | -3.5% |
| All | +25.8% | +75.0% | -49.2% | -3.5% |
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 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