-17.3%
SLB vs RCL
+381.8%
-399.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -4.3% | +8.5% | -12.8% | -6.9% |
| 30D | +1.9% | +20.4% | -18.5% | -4.4% |
| 3M | -5.7% | +11.0% | -16.7% | -9.8% |
| 6M | -5.3% | +24.9% | -30.2% | -14.0% |
| YTD | +32.2% | +23.9% | +8.3% | +17.6% |
| 1Y | +38.5% | +30.8% | +7.7% | +20.6% |
| 3Y | +1.1% | +270.4% | -269.3% | -42.2% |
| 5Y | +70.3% | +296.1% | -225.8% | -13.4% |
| 10Y | -17.3% | +375.0% | -392.3% | -58.0% |
| All | -17.3% | +381.8% | -399.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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