+33,471.1%
ORCL vs SLB
+966.6%
+32,504.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +0.8% | +4.4% | +5.0% |
| 30D | +10.0% | +15.8% | -5.9% | +5.5% |
| 3M | -32.6% | -0.3% | -32.2% | -32.9% |
| 6M | +4.9% | +21.3% | -16.4% | -1.6% |
| YTD | -17.8% | +52.3% | -70.1% | -27.9% |
| 1Y | -28.0% | +63.6% | -91.6% | -38.3% |
| 3Y | +36.0% | +3.8% | +32.3% | +29.1% |
| 5Y | +88.7% | +128.6% | -39.9% | +35.4% |
| 10Y | +346.9% | -3.1% | +350.0% | +269.5% |
| All | +33,471.1% | +966.6% | +32,504.5% | +10,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling