+165.7%
SLB vs RBA
+4,058.7%
-3,893.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -7.7% | +7.3% | -15.1% | -9.7% |
| 30D | -0.7% | +16.9% | -17.7% | -5.5% |
| 3M | 0.0% | -0.5% | +0.5% | -0.4% |
| 6M | -10.4% | -10.4% | 0.0% | -8.5% |
| YTD | +31.5% | -7.2% | +38.7% | +32.2% |
| 1Y | +39.1% | -2.2% | +41.4% | +37.6% |
| 3Y | -5.7% | +43.7% | -49.4% | -18.2% |
| 5Y | +65.4% | +38.7% | +26.8% | +40.4% |
| 10Y | -15.6% | +231.7% | -247.3% | -48.0% |
| All | +165.7% | +4,058.7% | -3,893.0% | +8.0% |
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