-4.8%
SLB vs NOC
+187.2%
-192.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | +13.6% | -8.9% | +22.4% | +17.8% |
| 3M | +1.5% | -3.7% | +5.2% | +2.7% |
| 6M | +23.0% | -30.8% | +53.8% | +41.8% |
| YTD | +51.2% | -7.9% | +59.2% | +53.8% |
| 1Y | +63.5% | -9.4% | +72.9% | +66.9% |
| 3Y | +2.5% | +29.0% | -26.5% | -13.0% |
| 5Y | +139.2% | +56.1% | +83.1% | +81.4% |
| 10Y | -4.8% | +186.3% | -191.0% | -38.7% |
| All | -4.8% | +187.2% | -192.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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