+59.4%
SLB vs BRO
-27.7%
+87.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -7.3% | +4.8% | -3.0% |
| 30D | +7.1% | -6.9% | +14.0% | +6.7% |
| 3M | +0.6% | +10.7% | -10.0% | +1.1% |
| 6M | +17.6% | -2.7% | +20.3% | +18.6% |
| YTD | +48.5% | -16.3% | +64.8% | +50.5% |
| 1Y | +59.4% | -29.1% | +88.5% | +58.7% |
| All | +59.4% | -27.7% | +87.1% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling