-17.1%
SLB vs ADP
+318.0%
-335.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -7.1% | +3.2% | -10.3% | -8.7% |
| 30D | +4.1% | +14.9% | -10.8% | -3.6% |
| 3M | -2.6% | +11.6% | -14.3% | -8.7% |
| 6M | -8.6% | +48.5% | -57.0% | -27.4% |
| YTD | +32.2% | +20.6% | +11.6% | +16.8% |
| 1Y | +40.7% | +23.7% | +17.0% | +22.5% |
| 3Y | -4.5% | +47.8% | -52.3% | -26.1% |
| 5Y | +66.4% | +47.7% | +18.6% | +24.0% |
| All | -17.1% | +318.0% | -335.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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