+813.6%
SLB vs B
+714.7%
+99.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | -7.7% | +4.3% | -12.1% | -8.6% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | 0.0% | -1.4% | +1.3% | -0.3% |
| 6M | -10.4% | +5.0% | -15.5% | -12.3% |
| YTD | +31.5% | -5.8% | +37.3% | +30.8% |
| 1Y | +39.1% | +25.6% | +13.5% | +30.6% |
| 3Y | -5.7% | +161.6% | -167.3% | -24.8% |
| 5Y | +65.4% | +135.2% | -69.8% | +32.8% |
| 10Y | -15.6% | +170.7% | -186.3% | -38.0% |
| All | +813.6% | +714.7% | +99.0% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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