+1.9%
SLB vs COO
-23.7%
+25.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.7% |
| 30D | +4.5% | +13.3% | -8.8% | +1.6% |
| 3M | -4.6% | -18.1% | +13.5% | -0.3% |
| 6M | -6.3% | +6.7% | -13.0% | -9.3% |
| YTD | +35.0% | -23.2% | +58.2% | +43.9% |
| 1Y | +38.8% | -12.3% | +51.1% | +42.5% |
| All | +1.9% | -23.7% | +25.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling