+130.8%
SLB vs AR
+143.7%
-12.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.8% | +2.5% | -1.7% | -0.2% |
| 30D | +15.8% | +14.8% | +1.0% | +10.1% |
| 3M | -0.3% | +6.2% | -6.6% | -2.9% |
| 6M | +21.3% | +4.3% | +17.1% | +18.3% |
| YTD | +52.3% | +14.4% | +37.9% | +42.3% |
| 1Y | +63.6% | +21.3% | +42.3% | +48.6% |
| 3Y | +3.8% | +39.8% | -36.0% | -15.2% |
| All | +130.8% | +143.7% | -12.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling