+3.4%
SLB vs NTR
+47.6%
-44.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +6.5% | +2.0% | +4.6% | +5.8% |
| 3M | -0.2% | +6.4% | -6.6% | -2.2% |
| 6M | -5.7% | +1.6% | -7.3% | -6.6% |
| YTD | +36.8% | +18.2% | +18.6% | +26.6% |
| 1Y | +45.8% | +23.9% | +21.8% | +32.5% |
| 3Y | +3.4% | +44.7% | -41.3% | -13.9% |
| All | +3.4% | +47.6% | -44.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling