-14.4%
SLB vs AR
+57.2%
-71.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +2.6% | +6.4% | -3.8% | +0.6% |
| 30D | +4.4% | +3.1% | +1.3% | +3.3% |
| 3M | -2.7% | +3.3% | -6.0% | -4.1% |
| 6M | -7.5% | +6.6% | -14.1% | -10.0% |
| YTD | +34.8% | +12.3% | +22.5% | +27.6% |
| 1Y | +44.6% | +12.3% | +32.3% | +36.6% |
| 3Y | +3.2% | +50.4% | -47.3% | -14.1% |
| 5Y | +73.6% | +101.0% | -27.4% | +27.6% |
| All | -14.4% | +57.2% | -71.6% | -45.5% |
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