-51.7%
ORCL vs SLB
+39.5%
-91.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -11.2% | -7.1% | -4.0% | -10.9% |
| 30D | -18.8% | +4.1% | -22.9% | -18.7% |
| 3M | -18.8% | -2.6% | -16.1% | -18.2% |
| 6M | -39.7% | -8.6% | -31.2% | -39.1% |
| YTD | -39.6% | +32.2% | -71.8% | -40.3% |
| 1Y | -51.7% | +40.7% | -92.4% | -53.4% |
| All | -51.7% | +39.5% | -91.2% | -53.4% |
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