+958.5%
SLB vs BP
+1,327.5%
-369.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.2% |
| 7D | +0.8% | +3.9% | -3.1% | -2.3% |
| 30D | +15.8% | +7.6% | +8.2% | +9.1% |
| 3M | -0.3% | +0.7% | -1.0% | -1.9% |
| 6M | +21.3% | +15.5% | +5.9% | +5.8% |
| YTD | +52.3% | +30.8% | +21.5% | +20.1% |
| 1Y | +63.6% | +34.3% | +29.3% | +26.1% |
| 3Y | +3.8% | +35.1% | -31.3% | -21.0% |
| 5Y | +128.6% | +126.8% | +1.8% | +19.1% |
| 10Y | -3.1% | +123.4% | -126.4% | -47.0% |
| All | +958.5% | +1,327.5% | -369.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling