+62.5%
SLB vs OMC
+49.2%
+13.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -7.1% | +6.3% | -13.4% | -8.9% |
| 30D | +4.1% | +15.4% | -11.3% | -0.5% |
| 3M | -2.6% | +5.8% | -8.4% | -4.8% |
| 6M | -8.6% | +14.7% | -23.2% | -13.4% |
| YTD | +32.2% | +10.3% | +21.9% | +25.5% |
| 1Y | +40.7% | +23.2% | +17.4% | +27.4% |
| 3Y | -4.5% | +24.6% | -29.1% | -16.0% |
| All | +62.5% | +49.2% | +13.3% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling