-14.2%
SLB vs O
+82.5%
-96.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | +4.5% | +9.4% | -4.9% | -0.4% |
| 3M | -4.6% | -2.4% | -2.2% | -3.6% |
| 6M | -6.3% | -1.9% | -4.4% | -5.9% |
| YTD | +35.0% | +10.5% | +24.5% | +27.2% |
| 1Y | +38.8% | +10.0% | +28.8% | +31.2% |
| 3Y | +3.3% | +40.5% | -37.2% | -15.9% |
| 5Y | +73.6% | +10.2% | +63.4% | +58.8% |
| 10Y | -14.2% | +82.5% | -96.7% | -31.8% |
| All | -14.2% | +82.5% | -96.7% | -31.8% |
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