-14.4%
SLB vs COO
+40.1%
-54.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +2.6% | -2.1% | +4.6% | +3.3% |
| 30D | +4.4% | +13.9% | -9.5% | -0.8% |
| 3M | -2.7% | -18.9% | +16.2% | +4.1% |
| 6M | -7.5% | +3.7% | -11.3% | -11.0% |
| YTD | +34.8% | -24.1% | +58.9% | +47.0% |
| 1Y | +44.6% | -14.2% | +58.8% | +49.9% |
| 3Y | +3.2% | -24.5% | +27.6% | +8.0% |
| 5Y | +73.6% | -40.4% | +114.0% | +95.8% |
| All | -14.4% | +40.1% | -54.4% | -18.3% |
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