+3.2%
SLB vs COO
-23.4%
+26.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +0.8% | -2.2% | +3.1% | +1.4% |
| 30D | +15.8% | -7.0% | +22.8% | +17.8% |
| 3M | -0.3% | +12.2% | -12.6% | -4.0% |
| 6M | +21.3% | -15.1% | +36.5% | +26.8% |
| YTD | +52.3% | -15.1% | +67.4% | +59.1% |
| 1Y | +63.6% | +2.3% | +61.3% | +62.0% |
| All | +3.2% | -23.4% | +26.6% | +4.3% |
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 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