+62.5%
SLB vs IR
+44.3%
+18.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | -7.1% | +3.7% | -10.8% | -8.7% |
| 30D | +4.1% | +7.4% | -3.4% | +0.4% |
| 3M | -2.6% | -5.9% | +3.3% | -0.2% |
| 6M | -8.6% | +5.6% | -14.1% | -12.1% |
| YTD | +32.2% | +4.8% | +27.4% | +26.1% |
| 1Y | +40.7% | +6.9% | +33.7% | +32.6% |
| 3Y | -4.5% | +27.6% | -32.1% | -19.7% |
| All | +62.5% | +44.3% | +18.2% | +17.9% |
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