+139.3%
SLB vs NTR
+55.5%
+83.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | +7.8% | +21.7% | -13.9% | -0.6% |
| 3M | +2.7% | +22.8% | -20.1% | -5.8% |
| 6M | +22.2% | +8.2% | +13.9% | +16.5% |
| YTD | +51.1% | +32.9% | +18.2% | +31.3% |
| 1Y | +63.3% | +45.3% | +18.0% | +35.5% |
| 3Y | +2.4% | +41.7% | -39.2% | -16.0% |
| 5Y | +139.3% | +49.8% | +89.5% | +59.6% |
| All | +139.3% | +55.5% | +83.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling