+818.4%
SLB vs NOC
+17,539.7%
-16,721.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +1.9% | +14.1% | -12.2% | -2.7% |
| 3M | -5.7% | -4.6% | -1.1% | -4.6% |
| 6M | -5.3% | +0.7% | -6.1% | -6.2% |
| YTD | +32.2% | -2.6% | +34.8% | +31.6% |
| 1Y | +38.5% | -1.0% | +39.5% | +37.0% |
| 3Y | +1.1% | +24.5% | -23.4% | -9.2% |
| 5Y | +70.3% | +64.3% | +5.9% | +37.7% |
| 10Y | -17.3% | +162.8% | -180.1% | -43.4% |
| All | +818.4% | +17,539.7% | -16,721.3% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling