+269.0%
RTX vs SLB
-14.8%
+283.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | +7.8% | +4.5% | +3.3% | +6.1% |
| 3M | -9.8% | -4.6% | -5.2% | -9.0% |
| 6M | +13.5% | -6.3% | +19.8% | +14.4% |
| YTD | +10.9% | +35.0% | -24.0% | -2.0% |
| 1Y | +14.0% | +38.8% | -24.8% | -0.5% |
| 3Y | +159.9% | +3.3% | +156.6% | +143.6% |
| 5Y | +151.7% | +73.6% | +78.1% | +80.4% |
| 10Y | +269.0% | -14.2% | +283.2% | +148.3% |
| All | +269.0% | -14.8% | +283.8% | +148.3% |
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