-2.6%
SLB vs OMC
+29.9%
-32.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.9% |
| 7D | -1.9% | -4.2% | +2.4% | +0.4% |
| 30D | +7.8% | -7.5% | +15.3% | +12.1% |
| 3M | +2.7% | +4.6% | -2.0% | -1.5% |
| 6M | +22.2% | -4.8% | +27.0% | +23.1% |
| YTD | +51.1% | -1.0% | +52.1% | +45.4% |
| 1Y | +63.3% | +3.8% | +59.5% | +50.8% |
| 3Y | +2.4% | +10.2% | -7.8% | -12.6% |
| 5Y | +139.3% | +29.7% | +109.6% | +69.1% |
| 10Y | -2.6% | +32.3% | -34.9% | -37.3% |
| All | -2.6% | +29.9% | -32.5% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling