+122.7%
SLB vs BKR
+172.8%
-50.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -2.5% | -7.0% | +4.5% | +3.0% |
| 30D | +7.1% | -8.1% | +15.2% | +14.2% |
| 3M | +0.6% | -6.6% | +7.2% | +5.8% |
| 6M | +17.6% | +0.9% | +16.7% | +15.6% |
| YTD | +48.5% | +31.1% | +17.4% | +18.4% |
| 1Y | +59.4% | +27.7% | +31.7% | +29.0% |
| 3Y | -0.4% | +71.2% | -71.6% | -38.1% |
| All | +122.7% | +172.8% | -50.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling