+61.0%
RSP vs SLB
-6.1%
+67.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -1.0% | -7.1% | +6.1% | +0.5% |
| 30D | +2.6% | +4.1% | -1.5% | +1.6% |
| 3M | -0.8% | -2.6% | +1.9% | -0.7% |
| 6M | +6.3% | -8.6% | +14.8% | +7.6% |
| YTD | +14.1% | +32.2% | -18.1% | +4.4% |
| 1Y | +18.0% | +40.7% | -22.6% | +6.0% |
| 3Y | +61.0% | -4.5% | +65.5% | +53.6% |
| All | +61.0% | -6.1% | +67.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling