-14.2%
SLB vs RBA
+209.3%
-223.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +4.5% | +9.0% | -4.5% | +1.6% |
| 3M | -4.6% | +7.2% | -11.7% | -6.9% |
| 6M | -6.3% | -7.8% | +1.5% | -5.1% |
| YTD | +35.0% | -6.4% | +41.3% | +35.3% |
| 1Y | +38.8% | -4.2% | +43.0% | +38.1% |
| 3Y | +3.3% | +64.1% | -60.8% | -14.1% |
| 5Y | +73.6% | +48.4% | +25.2% | +44.5% |
| 10Y | -14.2% | +209.9% | -224.1% | -54.2% |
| All | -14.2% | +209.3% | -223.6% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling