-2.6%
SLB vs EOG
+115.2%
-117.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -1.9% | -1.3% | -0.5% | -0.9% |
| 30D | +7.8% | +3.4% | +4.4% | +4.8% |
| 3M | +2.7% | +7.8% | -5.2% | -4.4% |
| 6M | +22.2% | +13.4% | +8.8% | +8.0% |
| YTD | +51.1% | +43.5% | +7.6% | +10.3% |
| 1Y | +63.3% | +29.7% | +33.7% | +29.1% |
| 3Y | +2.4% | +23.2% | -20.8% | -16.1% |
| 5Y | +139.3% | +176.4% | -37.1% | +3.3% |
| 10Y | -2.6% | +119.1% | -121.7% | -57.4% |
| All | -2.6% | +115.2% | -117.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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