-4.8%
SLB vs BP
+126.3%
-131.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -2.9% |
| 7D | +0.4% | +0.9% | -0.5% | -0.5% |
| 30D | +13.6% | +9.1% | +4.5% | +4.5% |
| 3M | +1.5% | +3.9% | -2.4% | -3.4% |
| 6M | +23.0% | +13.6% | +9.4% | +5.9% |
| YTD | +51.2% | +34.0% | +17.2% | +10.8% |
| 1Y | +63.5% | +39.2% | +24.3% | +15.2% |
| 3Y | +2.5% | +36.4% | -33.9% | -27.7% |
| 5Y | +139.2% | +135.8% | +3.4% | +0.5% |
| 10Y | -4.8% | +125.0% | -129.8% | -54.2% |
| All | -4.8% | +126.3% | -131.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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