-17.1%
SLB vs BP
+131.5%
-148.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -7.1% | -11.6% | +4.5% | +3.5% |
| 30D | +4.1% | 0.0% | +4.0% | +3.4% |
| 3M | -2.6% | +6.7% | -9.4% | -9.4% |
| 6M | -8.6% | +2.2% | -10.7% | -12.5% |
| YTD | +32.2% | +33.0% | -0.8% | -3.4% |
| 1Y | +40.7% | +30.7% | +9.9% | +4.2% |
| 3Y | -4.5% | +44.2% | -48.7% | -36.7% |
| 5Y | +66.4% | +105.1% | -38.8% | -21.2% |
| All | -17.1% | +131.5% | -148.6% | -61.6% |
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