+561.4%
SLB vs RCL
+5,669.9%
-5,108.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -7.1% | +6.5% | -13.6% | -8.8% |
| 30D | +4.1% | +15.9% | -11.8% | -0.2% |
| 3M | -2.6% | +2.7% | -5.3% | -4.2% |
| 6M | -8.6% | +15.2% | -23.8% | -13.5% |
| YTD | +32.2% | +19.2% | +13.0% | +21.8% |
| 1Y | +40.7% | +31.6% | +9.0% | +25.8% |
| 3Y | -4.5% | +274.2% | -278.7% | -38.0% |
| 5Y | +66.4% | +250.1% | -183.7% | +2.4% |
| 10Y | -15.1% | +388.4% | -403.5% | -56.7% |
| All | +561.4% | +5,669.9% | -5,108.5% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling