+30.6%
ORCL vs SLB
+65.5%
-34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -11.2% | -7.1% | -4.0% | -10.2% |
| 30D | -18.8% | +4.1% | -22.9% | -19.2% |
| 3M | -18.8% | -2.6% | -16.1% | -18.5% |
| 6M | -39.7% | -8.6% | -31.2% | -39.2% |
| YTD | -39.6% | +32.2% | -71.8% | -42.6% |
| 1Y | -51.7% | +40.7% | -92.4% | -54.6% |
| 3Y | +10.2% | -4.5% | +14.8% | +6.6% |
| All | +30.6% | +65.5% | -34.9% | +13.5% |
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