+46.2%
SLB vs OMC
+24.5%
+21.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.2% |
| 7D | -4.1% | +12.5% | -16.6% | -4.3% |
| 30D | +2.5% | +16.3% | -13.7% | +2.1% |
| 3M | +2.0% | +8.1% | -6.1% | +1.7% |
| 6M | -6.3% | +17.2% | -23.5% | -7.1% |
| YTD | +36.5% | +11.8% | +24.8% | +35.8% |
| 1Y | +46.2% | +23.9% | +22.3% | +41.6% |
| All | +46.2% | +24.5% | +21.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling