-5.8%
SLB vs BRO
+294.2%
-300.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | -7.3% | +4.8% | +0.5% |
| 30D | +7.1% | -6.9% | +14.0% | +10.0% |
| 3M | +0.6% | +10.7% | -10.0% | -4.8% |
| 6M | +17.6% | -2.7% | +20.3% | +16.8% |
| YTD | +48.5% | -16.3% | +64.8% | +57.5% |
| 1Y | +59.4% | -29.1% | +88.5% | +82.1% |
| 3Y | -0.4% | -7.8% | +7.5% | -4.0% |
| 5Y | +133.8% | +18.7% | +115.0% | +78.5% |
| All | -5.8% | +294.2% | -300.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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