-4.1%
SLB vs QSR
+218.5%
-222.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | -0.2% |
| 30D | +15.8% | +7.6% | +8.2% | +11.9% |
| 3M | -0.3% | +12.6% | -13.0% | -5.9% |
| 6M | +21.3% | +14.4% | +7.0% | +13.1% |
| YTD | +52.3% | +19.6% | +32.7% | +38.6% |
| 1Y | +63.6% | +33.9% | +29.7% | +40.8% |
| 3Y | +3.8% | +27.1% | -23.3% | -10.4% |
| 5Y | +128.6% | +48.5% | +80.1% | +79.3% |
| 10Y | -3.1% | +126.2% | -129.3% | -39.2% |
| All | -4.1% | +218.5% | -222.6% | -46.2% |
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