-5.9%
SLB vs BKR
+126.6%
-132.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.8% | +3.4% |
| 7D | -2.4% | -6.7% | +4.2% | +2.7% |
| 30D | +4.9% | -8.3% | +13.2% | +12.1% |
| 3M | +1.4% | -5.4% | +6.8% | +5.5% |
| 6M | +17.6% | +0.8% | +16.8% | +15.8% |
| YTD | +48.3% | +31.8% | +16.5% | +18.2% |
| 1Y | +58.7% | +28.6% | +30.1% | +28.2% |
| 3Y | +0.6% | +71.2% | -70.7% | -36.7% |
| 5Y | +133.6% | +179.2% | -45.7% | -0.9% |
| All | -5.9% | +126.6% | -132.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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