-4.5%
SLB vs REPL
+48.4%
-52.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.5% |
| 7D | -7.1% | +22.8% | -29.9% | -7.2% |
| 30D | +4.1% | +63.8% | -59.7% | +3.9% |
| 3M | -2.6% | +68.1% | -70.8% | -2.9% |
| 6M | -8.6% | +528.5% | -537.0% | -9.6% |
| YTD | +32.2% | +122.4% | -90.2% | +31.0% |
| 1Y | +40.7% | +154.4% | -113.7% | +39.2% |
| 3Y | -4.5% | +68.0% | -72.5% | -8.4% |
| All | -4.5% | +48.4% | -52.9% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling