+94.6%
SLB vs ONON
-1.9%
+96.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | -10.1% | +9.0% | -0.2% |
| 30D | +4.5% | -1.8% | +6.3% | +4.5% |
| 3M | -4.6% | +12.3% | -16.9% | -5.9% |
| 6M | -6.3% | +2.0% | -8.2% | -7.2% |
| YTD | +35.0% | -25.3% | +60.3% | +37.7% |
| 1Y | +38.8% | -1.3% | +40.1% | +37.4% |
| 3Y | +3.3% | +29.0% | -25.8% | -1.7% |
| 5Y | +73.6% | -6.2% | +79.8% | +60.8% |
| All | +94.6% | -1.9% | +96.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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