-4.5%
SLB vs RCL
+266.4%
-270.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -7.1% | +6.5% | -13.6% | -8.1% |
| 30D | +4.1% | +15.9% | -11.8% | +1.4% |
| 3M | -2.6% | +2.7% | -5.3% | -3.2% |
| 6M | -8.6% | +15.2% | -23.8% | -11.6% |
| YTD | +32.2% | +19.2% | +13.0% | +24.7% |
| 1Y | +40.7% | +31.6% | +9.0% | +28.9% |
| 3Y | -4.5% | +274.2% | -278.7% | -25.0% |
| All | -4.5% | +266.4% | -270.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling