-16.6%
SLB vs NOC
+158.6%
-175.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.2% |
| 7D | -3.7% | -2.9% | -0.8% | -2.6% |
| 30D | +2.9% | +12.1% | -9.2% | -2.0% |
| 3M | +0.2% | -5.3% | +5.5% | +2.0% |
| 6M | -4.4% | -1.0% | -3.4% | -4.8% |
| YTD | +33.4% | -4.3% | +37.7% | +33.1% |
| 1Y | +40.8% | -3.6% | +44.4% | +39.9% |
| 3Y | +3.2% | +22.9% | -19.7% | -10.3% |
| 5Y | +64.8% | +60.4% | +4.4% | +23.4% |
| 10Y | -16.6% | +161.3% | -177.8% | -42.0% |
| All | -16.6% | +158.6% | -175.2% | -42.0% |
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