-16.6%
SLB vs BP
+132.1%
-148.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.7% | -6.9% | +3.2% | +2.5% |
| 30D | +2.9% | -3.6% | +6.5% | +5.8% |
| 3M | +0.2% | +8.4% | -8.2% | -8.1% |
| 6M | -4.4% | +5.3% | -9.8% | -11.1% |
| YTD | +33.4% | +33.2% | +0.3% | -2.6% |
| 1Y | +40.8% | +28.2% | +12.6% | +6.3% |
| 3Y | +3.2% | +49.2% | -46.1% | -33.8% |
| 5Y | +64.8% | +102.9% | -38.1% | -21.1% |
| 10Y | -16.6% | +127.7% | -144.2% | -60.9% |
| All | -16.6% | +132.1% | -148.7% | -60.9% |
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