+3.2%
SLB vs NOC
+22.9%
-19.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | +2.9% | +12.1% | -9.2% | +0.6% |
| 3M | +0.2% | -5.3% | +5.5% | +1.0% |
| 6M | -4.4% | -1.0% | -3.4% | -4.6% |
| YTD | +33.4% | -4.3% | +37.7% | +32.1% |
| 1Y | +40.8% | -3.6% | +44.4% | +39.1% |
| 3Y | +3.2% | +22.9% | -19.7% | -6.0% |
| All | +3.2% | +22.9% | -19.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling