+2.5%
SLB vs BR
-4.7%
+7.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +0.4% | -5.9% | +6.4% | +1.8% |
| 30D | +13.6% | +1.9% | +11.7% | +13.0% |
| 3M | +1.5% | +14.7% | -13.2% | -1.7% |
| 6M | +23.0% | -12.8% | +35.8% | +27.9% |
| YTD | +51.2% | -23.0% | +74.3% | +65.1% |
| 1Y | +63.5% | -31.7% | +95.2% | +87.4% |
| 3Y | +2.5% | -4.8% | +7.3% | 0.0% |
| All | +2.5% | -4.7% | +7.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling