-21.6%
SLB vs AR
-32.8%
+11.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.9% |
| 7D | -7.7% | -11.7% | +3.9% | -4.2% |
| 30D | -0.7% | +1.8% | -2.6% | -1.4% |
| 3M | 0.0% | +6.0% | -6.0% | -2.1% |
| 6M | -10.4% | -7.0% | -3.4% | -9.1% |
| YTD | +31.5% | +5.6% | +25.9% | +27.0% |
| 1Y | +39.1% | +10.8% | +28.3% | +32.2% |
| 3Y | -5.7% | +19.3% | -25.0% | -15.4% |
| 5Y | +65.4% | +73.3% | -7.9% | +27.8% |
| 10Y | -15.6% | +47.6% | -63.2% | -46.5% |
| All | -21.6% | -32.8% | +11.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling