+211.0%
RSP vs SLB
-12.7%
+223.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.4% | +3.5% | -1.1% | +1.4% |
| 30D | +4.3% | +6.5% | -2.2% | +2.4% |
| 3M | -0.3% | -0.2% | -0.1% | -0.7% |
| 6M | +9.8% | -5.7% | +15.5% | +10.4% |
| YTD | +16.8% | +36.8% | -20.0% | +5.3% |
| 1Y | +19.5% | +45.8% | -26.3% | +5.8% |
| 3Y | +65.1% | +3.4% | +61.8% | +57.3% |
| 5Y | +48.7% | +76.1% | -27.4% | +15.2% |
| All | +211.0% | -12.7% | +223.7% | +149.7% |
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