+63.3%
SLB vs NOC
+56.6%
+6.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.1% | -5.8% | -1.3% | -5.3% |
| 30D | +4.1% | +10.9% | -6.8% | +0.4% |
| 3M | -2.6% | -7.1% | +4.5% | -0.6% |
| 6M | -8.6% | -5.3% | -3.2% | -7.4% |
| YTD | +32.2% | -6.8% | +39.0% | +32.6% |
| 1Y | +40.7% | -6.7% | +47.4% | +40.9% |
| 3Y | -4.5% | +17.2% | -21.7% | -14.2% |
| All | +63.3% | +56.6% | +6.7% | +18.9% |
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