+754.3%
SLB vs O
+5,387.7%
-4,633.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | -0.7% | +1.6% | +1.1% |
| 30D | +15.8% | -1.9% | +17.7% | +16.6% |
| 3M | -0.3% | +3.8% | -4.2% | -2.2% |
| 6M | +21.3% | -4.7% | +26.1% | +23.4% |
| YTD | +52.3% | +12.5% | +39.8% | +44.4% |
| 1Y | +63.6% | +10.8% | +52.8% | +56.0% |
| 3Y | +3.8% | +28.8% | -25.0% | -8.6% |
| 5Y | +128.6% | +13.2% | +115.4% | +110.7% |
| 10Y | -3.1% | +53.5% | -56.5% | -23.4% |
| All | +754.3% | +5,387.7% | -4,633.5% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling