-13.8%
SLB vs QSR
+202.3%
-216.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.5% | -2.9% | +6.4% | +4.8% |
| 30D | +6.5% | +4.1% | +2.4% | +4.3% |
| 3M | -0.2% | -0.7% | +0.4% | -0.6% |
| 6M | -5.7% | +0.4% | -6.2% | -7.1% |
| YTD | +36.8% | +13.5% | +23.3% | +26.7% |
| 1Y | +45.8% | +11.0% | +34.8% | +36.2% |
| 3Y | +3.4% | +22.0% | -18.6% | -9.4% |
| 5Y | +76.1% | +57.1% | +19.1% | +33.3% |
| 10Y | -13.0% | +138.3% | -151.3% | -45.9% |
| All | -13.8% | +202.3% | -216.1% | -50.8% |
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