+11.5%
SLB vs COPX
+131.8%
-120.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.4% | +1.7% |
| 7D | -1.2% | -1.5% | +0.4% | -0.5% |
| 30D | +4.5% | -14.0% | +18.5% | +12.7% |
| 3M | -4.6% | -17.1% | +12.5% | +4.3% |
| 6M | -6.3% | -15.9% | +9.6% | -0.6% |
| YTD | +35.0% | +2.6% | +32.3% | +24.0% |
| 1Y | +38.8% | +21.6% | +17.2% | +15.2% |
| 3Y | +3.3% | +142.7% | -139.4% | -46.0% |
| 5Y | +73.6% | +122.2% | -48.6% | -7.3% |
| 10Y | -14.2% | +338.8% | -353.0% | -70.8% |
| All | +11.5% | +131.8% | -120.3% | -49.3% |
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