+213.4%
RSP vs SLB
-16.2%
+229.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -1.0% | -7.1% | +6.1% | +0.9% |
| 30D | +2.6% | +4.1% | -1.5% | +1.3% |
| 3M | -0.8% | -2.6% | +1.9% | -0.6% |
| 6M | +6.3% | -8.6% | +14.8% | +7.7% |
| YTD | +14.1% | +32.2% | -18.1% | +3.8% |
| 1Y | +18.0% | +40.7% | -22.6% | +5.4% |
| 3Y | +61.0% | -4.5% | +65.5% | +56.6% |
| 5Y | +45.6% | +66.4% | -20.8% | +14.6% |
| All | +213.4% | -16.2% | +229.6% | +154.3% |
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