+818.8%
SLB vs BP
+1,351.0%
-532.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -7.1% | -11.6% | +4.5% | +2.0% |
| 30D | +4.1% | 0.0% | +4.0% | +3.6% |
| 3M | -2.6% | +6.7% | -9.4% | -8.3% |
| 6M | -8.6% | +2.2% | -10.7% | -11.7% |
| YTD | +32.2% | +33.0% | -0.8% | +2.3% |
| 1Y | +40.7% | +30.7% | +9.9% | +10.1% |
| 3Y | -4.5% | +44.2% | -48.7% | -31.3% |
| 5Y | +66.4% | +105.1% | -38.8% | -7.2% |
| 10Y | -15.1% | +133.5% | -148.6% | -55.2% |
| All | +818.8% | +1,351.0% | -532.2% | +98.3% |
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