+64.8%
SLB vs NOC
+60.7%
+4.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | +2.9% | +12.1% | -9.2% | -1.0% |
| 3M | +0.2% | -5.3% | +5.5% | +1.6% |
| 6M | -4.4% | -1.0% | -3.4% | -4.7% |
| YTD | +33.4% | -4.3% | +37.7% | +32.6% |
| 1Y | +40.8% | -3.6% | +44.4% | +39.5% |
| 3Y | +3.2% | +22.9% | -19.7% | -9.0% |
| 5Y | +64.8% | +60.4% | +4.4% | +18.9% |
| All | +64.8% | +60.7% | +4.1% | +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