+130.8%
SLB vs IR
+45.6%
+85.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +0.8% | -2.8% | +3.7% | +2.2% |
| 30D | +15.8% | -15.1% | +31.0% | +24.9% |
| 3M | -0.3% | +6.1% | -6.4% | -4.4% |
| 6M | +21.3% | -16.8% | +38.2% | +30.8% |
| YTD | +52.3% | -3.5% | +55.8% | +51.4% |
| 1Y | +63.6% | -3.5% | +67.1% | +62.0% |
| 3Y | +3.8% | +9.5% | -5.7% | -5.8% |
| All | +130.8% | +45.6% | +85.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling