+246.0%
ORCL vs SLB
-16.9%
+262.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -6.5% | -4.3% | -2.2% | -5.7% |
| 30D | -16.6% | +1.9% | -18.5% | -16.8% |
| 3M | -21.6% | -5.7% | -15.9% | -20.9% |
| 6M | -39.4% | -5.3% | -34.0% | -39.1% |
| YTD | -38.7% | +32.2% | -70.8% | -42.5% |
| 1Y | -50.4% | +38.5% | -88.9% | -53.9% |
| 3Y | +8.1% | +1.1% | +7.0% | +4.8% |
| 5Y | +34.5% | +70.3% | -35.7% | +13.8% |
| 10Y | +246.0% | -17.3% | +263.3% | +205.3% |
| All | +246.0% | -16.9% | +262.9% | +205.3% |
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