+140.9%
SLB vs NOC
+55.7%
+85.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | +0.8% | -5.2% | +6.0% | +2.6% |
| 30D | +15.8% | -7.2% | +23.0% | +18.5% |
| 3M | -0.3% | -5.1% | +4.8% | +1.1% |
| 6M | +21.3% | -31.1% | +52.4% | +36.5% |
| YTD | +52.3% | -8.6% | +60.9% | +54.2% |
| 1Y | +63.6% | -9.7% | +73.3% | +65.9% |
| 3Y | +3.8% | +24.3% | -20.5% | -9.2% |
| All | +140.9% | +55.7% | +85.2% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling