-17.3%
SLB vs AR
+52.4%
-69.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.4% |
| 7D | -4.3% | -5.8% | +1.5% | -2.6% |
| 30D | +1.9% | +4.8% | -2.9% | +0.3% |
| 3M | -5.7% | +1.5% | -7.2% | -6.5% |
| 6M | -5.3% | +4.7% | -10.0% | -7.4% |
| YTD | +32.2% | +9.2% | +23.0% | +26.2% |
| 1Y | +38.5% | +11.2% | +27.3% | +31.3% |
| 3Y | +1.1% | +46.2% | -45.1% | -15.1% |
| 5Y | +70.3% | +98.1% | -27.8% | +25.8% |
| 10Y | -17.3% | +54.5% | -71.8% | -46.9% |
| All | -17.3% | +52.4% | -69.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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