-3.1%
SLB vs COO
+48.2%
-51.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +0.8% | -2.2% | +3.1% | +1.7% |
| 30D | +15.8% | -7.0% | +22.8% | +18.9% |
| 3M | -0.3% | +12.2% | -12.6% | -5.7% |
| 6M | +21.3% | -15.1% | +36.5% | +28.2% |
| YTD | +52.3% | -15.1% | +67.4% | +60.9% |
| 1Y | +63.6% | +2.3% | +61.3% | +59.7% |
| 3Y | +3.8% | -23.7% | +27.4% | +9.9% |
| 5Y | +128.6% | -38.9% | +167.6% | +161.6% |
| All | -3.1% | +48.2% | -51.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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