-3.9%
SLB vs REPL
+39.1%
-43.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.8% |
| 7D | -3.7% | +14.2% | -17.9% | -4.1% |
| 30D | +2.9% | +65.9% | -63.0% | +1.1% |
| 3M | +0.2% | +84.6% | -84.4% | -2.0% |
| 6M | -4.4% | +446.9% | -451.4% | -12.5% |
| YTD | +33.4% | +129.0% | -95.6% | +23.2% |
| 1Y | +40.8% | +167.9% | -127.1% | +28.9% |
| 3Y | +3.2% | +93.9% | -90.7% | -16.8% |
| 5Y | +64.8% | -33.0% | +97.8% | +44.1% |
| All | -3.9% | +39.1% | -43.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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