+958.5%
SLB vs OMC
+6,006.3%
-5,047.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.3% |
| 7D | +0.8% | -6.4% | +7.2% | +3.6% |
| 30D | +15.8% | +1.1% | +14.7% | +14.8% |
| 3M | -0.3% | +10.4% | -10.8% | -5.6% |
| 6M | +21.3% | -1.7% | +23.0% | +20.6% |
| YTD | +52.3% | +4.4% | +47.9% | +44.7% |
| 1Y | +63.6% | +8.4% | +55.2% | +51.7% |
| 3Y | +3.8% | +14.4% | -10.6% | -7.6% |
| 5Y | +128.6% | +33.9% | +94.8% | +84.5% |
| 10Y | -3.1% | +34.9% | -37.9% | -21.9% |
| All | +958.5% | +6,006.3% | -5,047.8% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling