-5.9%
SLB vs COPX
+584.4%
-590.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +2.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.1% |
| 30D | +4.9% | 0.0% | +4.9% | +4.3% |
| 3M | +1.4% | +14.8% | -13.4% | -8.2% |
| 6M | +17.6% | +7.0% | +10.6% | +8.1% |
| YTD | +48.3% | +23.8% | +24.5% | +22.4% |
| 1Y | +58.7% | +75.7% | -17.0% | +3.6% |
| 3Y | +0.6% | +156.4% | -155.8% | -51.8% |
| 5Y | +133.6% | +167.6% | -34.0% | +4.2% |
| All | -5.9% | +584.4% | -590.3% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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