-17.3%
SLB vs O
+78.3%
-95.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | +3.5% | -7.8% | -6.0% |
| 30D | +1.9% | +10.4% | -8.5% | -3.3% |
| 3M | -5.7% | -2.4% | -3.3% | -4.8% |
| 6M | -5.3% | -1.2% | -4.1% | -5.3% |
| YTD | +32.2% | +10.4% | +21.7% | +24.6% |
| 1Y | +38.5% | +11.4% | +27.1% | +30.0% |
| 3Y | +1.1% | +40.4% | -39.3% | -17.6% |
| 5Y | +70.3% | +12.1% | +58.1% | +54.1% |
| 10Y | -17.3% | +82.7% | -100.0% | -34.2% |
| All | -17.3% | +78.3% | -95.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling