+35.9%
SLB vs COO
-10.8%
+46.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.3% | +4.5% | -8.8% | -4.6% |
| 30D | +1.9% | +16.9% | -15.0% | +0.4% |
| 3M | -5.7% | -16.7% | +11.0% | -2.9% |
| 6M | -5.3% | +5.9% | -11.3% | -8.5% |
| YTD | +32.2% | -22.4% | +54.6% | +48.5% |
| All | +35.9% | -10.8% | +46.7% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling