+662.0%
SLB vs RCL
+4,549.4%
-3,887.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -5.1% | +5.9% | +2.2% |
| 30D | +15.8% | -19.0% | +34.8% | +22.3% |
| 3M | -0.3% | -9.6% | +9.2% | +1.5% |
| 6M | +21.3% | -6.7% | +28.0% | +21.7% |
| YTD | +52.3% | -3.9% | +56.2% | +49.7% |
| 1Y | +63.6% | -25.1% | +88.7% | +71.1% |
| 3Y | +3.8% | +179.1% | -175.4% | -26.8% |
| 5Y | +128.6% | +243.3% | -114.7% | +41.9% |
| 10Y | -3.1% | +325.8% | -328.8% | -48.4% |
| All | +662.0% | +4,549.4% | -3,887.4% | +127.5% |
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