-4.8%
SLB vs REPL
+35.1%
-39.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.3% |
| 7D | -7.1% | +22.8% | -29.9% | -7.7% |
| 30D | +4.1% | +63.8% | -59.7% | +2.3% |
| 3M | -2.6% | +68.1% | -70.8% | -4.5% |
| 6M | -8.6% | +528.5% | -537.0% | -16.9% |
| YTD | +32.2% | +122.4% | -90.2% | +22.1% |
| 1Y | +40.7% | +154.4% | -113.7% | +29.0% |
| 3Y | -4.5% | +68.0% | -72.5% | -22.1% |
| 5Y | +66.4% | -35.4% | +101.7% | +45.8% |
| All | -4.8% | +35.1% | -39.9% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling