-17.3%
SLB vs ADP
+315.9%
-333.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -4.3% | +3.2% | -7.5% | -5.9% |
| 30D | +1.9% | +12.8% | -10.8% | -4.6% |
| 3M | -5.7% | +12.3% | -18.0% | -11.9% |
| 6M | -5.3% | +45.4% | -50.8% | -23.9% |
| YTD | +32.2% | +21.4% | +10.7% | +16.4% |
| 1Y | +38.5% | +23.7% | +14.8% | +20.6% |
| 3Y | +1.1% | +43.6% | -42.5% | -20.3% |
| 5Y | +70.3% | +48.7% | +21.6% | +26.5% |
| 10Y | -17.3% | +316.1% | -333.4% | -57.5% |
| All | -17.3% | +315.9% | -333.2% | -57.5% |
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