+951.0%
SLB vs BKR
+575.7%
+375.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +13.6% | +3.9% | +9.7% | +10.8% |
| 3M | +1.5% | -1.1% | +2.6% | +2.1% |
| 6M | +23.0% | +7.6% | +15.4% | +16.6% |
| YTD | +51.2% | +41.9% | +9.3% | +19.2% |
| 1Y | +63.5% | +42.2% | +21.2% | +28.2% |
| 3Y | +2.5% | +84.3% | -81.7% | -33.2% |
| 5Y | +139.2% | +215.7% | -76.5% | +9.4% |
| 10Y | -4.8% | +130.9% | -135.6% | -48.7% |
| All | +951.0% | +575.7% | +375.2% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling