+24,338.5%
ORCL vs SLB
+820.7%
+23,517.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.7% | -3.2% | -5.9% |
| 7D | -17.5% | -7.7% | -9.7% | -15.6% |
| 30D | -20.2% | -0.7% | -19.4% | -20.1% |
| 3M | -19.9% | 0.0% | -19.9% | -20.2% |
| 6M | -37.4% | -10.4% | -27.0% | -36.2% |
| YTD | -40.1% | +31.5% | -71.6% | -45.5% |
| 1Y | -53.4% | +39.1% | -92.5% | -58.3% |
| 3Y | +10.4% | -5.7% | +16.1% | +7.6% |
| 5Y | +29.8% | +65.4% | -35.7% | +2.1% |
| 10Y | +249.2% | -15.6% | +264.8% | +199.2% |
| All | +24,338.5% | +820.7% | +23,517.9% | +7,916.5% |
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 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