+5.0%
SLB vs NTR
+103.6%
-98.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.6% |
| 7D | +0.4% | +3.8% | -3.4% | -1.9% |
| 30D | +13.6% | +25.2% | -11.7% | -1.0% |
| 3M | +1.5% | +21.0% | -19.5% | -10.1% |
| 6M | +23.0% | +7.6% | +15.4% | +14.8% |
| YTD | +51.2% | +32.9% | +18.4% | +22.7% |
| 1Y | +63.5% | +43.1% | +20.4% | +25.1% |
| 3Y | +2.5% | +41.6% | -39.1% | -24.2% |
| 5Y | +139.2% | +54.8% | +84.4% | +42.3% |
| All | +5.0% | +103.6% | -98.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling