+44.6%
SLB vs OMC
+22.7%
+21.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | +4.4% | +10.6% | -6.3% | +4.1% |
| 3M | -2.7% | +2.6% | -5.3% | -2.8% |
| 6M | -7.5% | +16.6% | -24.2% | -8.3% |
| YTD | +34.8% | +10.9% | +23.9% | +34.2% |
| 1Y | +44.6% | +22.1% | +22.5% | +40.4% |
| All | +44.6% | +22.7% | +21.9% | +40.4% |
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