+2.1%
SLB vs OMC
+14.6%
-12.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | +0.8% | -6.4% | +7.2% | +2.5% |
| 30D | +15.8% | +1.1% | +14.7% | +15.2% |
| 3M | -0.3% | +10.4% | -10.8% | -3.8% |
| 6M | +21.3% | -1.7% | +23.0% | +21.1% |
| YTD | +52.3% | +4.4% | +47.9% | +48.6% |
| 1Y | +63.6% | +8.4% | +55.2% | +56.0% |
| All | +2.1% | +14.6% | -12.5% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling