+167.2%
SLB vs RBA
+4,003.4%
-3,836.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -7.1% | +4.3% | -11.4% | -8.3% |
| 30D | +4.1% | +16.3% | -12.2% | -0.8% |
| 3M | -2.6% | +1.3% | -4.0% | -3.5% |
| 6M | -8.6% | -11.1% | +2.5% | -6.4% |
| YTD | +32.2% | -8.5% | +40.7% | +33.4% |
| 1Y | +40.7% | -2.1% | +42.8% | +39.0% |
| 3Y | -4.5% | +44.6% | -49.1% | -17.4% |
| 5Y | +66.4% | +36.8% | +29.5% | +41.8% |
| 10Y | -15.1% | +227.3% | -242.4% | -47.5% |
| All | +167.2% | +4,003.4% | -3,836.2% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling