+139.3%
SLB vs BLK
+31.1%
+108.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | +7.8% | -4.8% | +12.6% | +10.0% |
| 3M | +2.7% | +6.5% | -3.8% | -0.9% |
| 6M | +22.2% | +13.1% | +9.0% | +14.2% |
| YTD | +51.1% | +1.8% | +49.3% | +47.8% |
| 1Y | +63.3% | -1.0% | +64.3% | +61.4% |
| 3Y | +2.4% | +66.0% | -63.5% | -20.9% |
| 5Y | +139.3% | +31.2% | +108.1% | +124.5% |
| All | +139.3% | +31.1% | +108.3% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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