-17.3%
SLB vs ARWR
+1,055.7%
-1,073.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.3% | -17.7% | +13.4% | -2.5% |
| 30D | +1.9% | -21.9% | +23.9% | +4.3% |
| 3M | -5.7% | -44.5% | +38.8% | -0.3% |
| 6M | -5.3% | -32.6% | +27.2% | -2.4% |
| YTD | +32.2% | -26.2% | +58.3% | +34.3% |
| 1Y | +38.5% | +23.0% | +15.5% | +32.6% |
| 3Y | +1.1% | +81.8% | -80.6% | -11.6% |
| 5Y | +70.3% | -36.0% | +106.3% | +60.0% |
| 10Y | -17.3% | +1,039.5% | -1,056.8% | -32.8% |
| All | -17.3% | +1,055.7% | -1,073.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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