+274.1%
SLB vs NRG
+1,510.3%
-1,236.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -2.5% | -4.7% | +2.2% | -0.8% |
| 30D | +7.1% | -6.0% | +13.1% | +9.1% |
| 3M | +0.6% | -8.0% | +8.6% | +1.6% |
| 6M | +17.6% | -23.2% | +40.8% | +25.6% |
| YTD | +48.5% | -28.1% | +76.5% | +61.2% |
| 1Y | +59.4% | -27.3% | +86.7% | +70.3% |
| 3Y | -0.4% | +208.7% | -209.0% | -46.4% |
| 5Y | +133.8% | +197.7% | -63.9% | +23.6% |
| 10Y | -4.3% | +1,103.3% | -1,107.6% | -73.8% |
| All | +274.1% | +1,510.3% | -1,236.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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