-0.4%
SLB vs BKR
+69.4%
-69.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.8% | +3.1% |
| 7D | -2.4% | -6.7% | +4.2% | +2.4% |
| 30D | +4.9% | -8.3% | +13.2% | +11.6% |
| 3M | +1.4% | -5.4% | +6.8% | +5.4% |
| 6M | +17.6% | +0.8% | +16.8% | +16.0% |
| YTD | +48.3% | +31.8% | +16.5% | +19.9% |
| 1Y | +58.7% | +28.6% | +30.1% | +29.9% |
| All | -0.4% | +69.4% | -69.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling