+958.5%
SLB vs NOC
+16,458.4%
-15,499.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.7% |
| 3M | -0.3% | -5.1% | +4.8% | +1.2% |
| 6M | +21.3% | -31.1% | +52.4% | +36.6% |
| YTD | +52.3% | -8.6% | +60.9% | +55.4% |
| 1Y | +63.6% | -9.7% | +73.3% | +67.2% |
| 3Y | +3.8% | +24.3% | -20.5% | -6.7% |
| 5Y | +128.6% | +52.6% | +76.0% | +89.8% |
| 10Y | -3.1% | +183.6% | -186.7% | -35.1% |
| All | +958.5% | +16,458.4% | -15,499.9% | +232.3% |
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