+45.8%
SLB vs PL
+12.6%
+33.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +3.5% | +10.0% | -6.5% | +3.0% |
| 30D | +6.5% | -2.3% | +8.8% | +6.4% |
| 3M | -0.2% | -44.2% | +44.0% | +1.8% |
| 6M | -5.7% | -66.1% | +60.4% | -1.6% |
| YTD | +36.8% | -30.0% | +66.8% | +38.1% |
| 1Y | +45.8% | +21.0% | +24.7% | +45.1% |
| All | +45.8% | +12.6% | +33.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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