-17.1%
SLB vs COO
+41.2%
-58.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -7.1% | +4.7% | -11.8% | -8.8% |
| 30D | +4.1% | +13.9% | -9.8% | -1.1% |
| 3M | -2.6% | -14.9% | +12.3% | +2.3% |
| 6M | -8.6% | +2.0% | -10.6% | -11.3% |
| YTD | +32.2% | -23.9% | +56.1% | +44.0% |
| 1Y | +40.7% | -9.6% | +50.3% | +42.8% |
| 3Y | -4.5% | -25.4% | +20.9% | +0.6% |
| 5Y | +66.4% | -41.2% | +107.5% | +88.9% |
| All | -17.1% | +41.2% | -58.3% | -23.5% |
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