-13.1%
SLB vs COO
+41.1%
-54.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +6.5% | +14.2% | -7.6% | +1.1% |
| 3M | -0.2% | -18.2% | +18.0% | +6.4% |
| 6M | -5.7% | +5.3% | -11.1% | -9.7% |
| YTD | +36.8% | -23.6% | +60.4% | +48.8% |
| 1Y | +45.8% | -12.7% | +58.5% | +50.1% |
| 3Y | +3.4% | -24.2% | +27.6% | +8.1% |
| 5Y | +76.1% | -40.0% | +116.1% | +98.2% |
| All | -13.1% | +41.1% | -54.2% | -17.3% |
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