-28.0%
ORCL vs SLB
+68.3%
-96.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | +0.8% | +4.4% | +5.3% |
| 30D | +10.0% | +15.8% | -5.9% | +9.6% |
| 3M | -32.6% | -0.3% | -32.2% | -32.4% |
| 6M | +4.9% | +21.3% | -16.4% | +3.4% |
| YTD | -17.8% | +52.3% | -70.1% | -20.6% |
| 1Y | -28.0% | +63.6% | -91.6% | -28.9% |
| All | -28.0% | +68.3% | -96.3% | -28.9% |
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 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