-13.1%
SLB vs RCL
+340.1%
-353.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +6.5% | +17.8% | -11.3% | +0.5% |
| 3M | -0.2% | +4.9% | -5.2% | -2.8% |
| 6M | -5.7% | +23.7% | -29.4% | -14.1% |
| YTD | +36.8% | +17.8% | +19.0% | +23.7% |
| 1Y | +45.8% | +28.9% | +16.9% | +27.3% |
| 3Y | +3.4% | +241.9% | -238.5% | -39.3% |
| 5Y | +76.1% | +295.4% | -219.3% | -10.9% |
| All | -13.1% | +340.1% | -353.2% | -56.2% |
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