+62.5%
SLB vs BB
-20.8%
+83.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | +0.1% |
| 7D | -7.1% | +3.8% | -10.9% | -7.5% |
| 30D | +4.1% | -0.3% | +4.4% | +3.9% |
| 3M | -2.6% | -0.5% | -2.2% | -3.0% |
| 6M | -8.6% | +45.9% | -54.5% | -13.1% |
| YTD | +32.2% | +130.6% | -98.4% | +19.2% |
| 1Y | +40.7% | +89.2% | -48.5% | +29.3% |
| 3Y | -4.5% | +137.5% | -142.0% | -17.3% |
| All | +62.5% | -20.8% | +83.4% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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