-14.2%
SLB vs COO
+40.2%
-54.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.2% | -2.3% | +1.1% | -0.3% |
| 30D | +4.5% | +13.3% | -8.8% | -0.5% |
| 3M | -4.6% | -18.1% | +13.5% | +1.7% |
| 6M | -6.3% | +6.7% | -13.0% | -10.7% |
| YTD | +35.0% | -23.2% | +58.2% | +46.5% |
| 1Y | +38.8% | -12.3% | +51.1% | +42.7% |
| 3Y | +3.3% | -23.6% | +26.8% | +7.7% |
| 5Y | +73.6% | -38.7% | +112.3% | +93.2% |
| 10Y | -14.2% | +42.2% | -56.4% | -19.9% |
| All | -14.2% | +40.2% | -54.4% | -19.9% |
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