+73.6%
SLB vs RCL
+285.8%
-212.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +4.4% | +14.4% | -10.0% | +1.6% |
| 3M | -2.7% | +5.2% | -7.9% | -4.0% |
| 6M | -7.5% | +26.1% | -33.7% | -12.6% |
| YTD | +34.8% | +17.4% | +17.5% | +27.5% |
| 1Y | +44.6% | +24.7% | +19.9% | +34.7% |
| 3Y | +3.2% | +250.9% | -247.8% | -23.8% |
| 5Y | +73.6% | +293.8% | -220.3% | +23.4% |
| All | +73.6% | +285.8% | -212.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling