+122.5%
SLB vs BRO
+17.9%
+104.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -2.4% | -8.6% | +6.1% | -1.3% |
| 30D | +4.9% | -6.9% | +11.8% | +5.8% |
| 3M | +1.4% | +10.5% | -9.1% | -0.5% |
| 6M | +17.6% | -2.8% | +20.4% | +17.7% |
| YTD | +48.3% | -16.1% | +64.5% | +52.4% |
| 1Y | +58.7% | -27.6% | +86.3% | +67.4% |
| 3Y | +0.6% | -7.3% | +7.8% | +1.9% |
| All | +122.5% | +17.9% | +104.6% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling