+25.8%
SLB vs COPX
+186.2%
-160.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +0.8% | -4.0% | +4.8% | +3.1% |
| 30D | +15.8% | +4.5% | +11.3% | +12.7% |
| 3M | -0.3% | +0.8% | -1.2% | -2.6% |
| 6M | +21.3% | +3.2% | +18.2% | +14.5% |
| YTD | +52.3% | +26.7% | +25.6% | +26.0% |
| 1Y | +63.6% | +85.7% | -22.1% | +7.1% |
| 3Y | +3.8% | +151.2% | -147.4% | -45.9% |
| 5Y | +128.6% | +170.0% | -41.3% | +10.9% |
| 10Y | -3.1% | +572.9% | -576.0% | -73.6% |
| All | +25.8% | +186.2% | -160.4% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling