-16.6%
SLB vs O
+69.9%
-86.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -3.7% | +3.3% | -7.0% | -5.3% |
| 30D | +2.9% | +10.3% | -7.4% | -2.3% |
| 3M | +0.2% | -3.5% | +3.7% | +1.7% |
| 6M | -4.4% | -1.3% | -3.2% | -4.3% |
| YTD | +33.4% | +10.3% | +23.1% | +25.9% |
| 1Y | +40.8% | +10.4% | +30.4% | +32.8% |
| 3Y | +3.2% | +40.0% | -36.8% | -15.8% |
| 5Y | +64.8% | +12.4% | +52.4% | +49.0% |
| 10Y | -16.6% | +78.2% | -94.8% | -34.2% |
| All | -16.6% | +69.9% | -86.4% | -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