-15.0%
SLB vs QSR
+207.3%
-222.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.3% |
| 30D | +4.5% | +7.8% | -3.3% | +0.8% |
| 3M | -4.6% | +5.5% | -10.1% | -7.4% |
| 6M | -6.3% | -0.2% | -6.0% | -7.3% |
| YTD | +35.0% | +15.4% | +19.6% | +24.1% |
| 1Y | +38.8% | +15.3% | +23.5% | +27.5% |
| 3Y | +3.3% | +23.7% | -20.4% | -10.0% |
| 5Y | +73.6% | +60.4% | +13.3% | +30.2% |
| 10Y | -14.2% | +142.2% | -156.5% | -47.0% |
| All | -15.0% | +207.3% | -222.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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