+9.7%
SLB vs REPL
-6.0%
+15.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +0.8% | -3.0% | +3.8% | +0.9% |
| 30D | +15.8% | +27.1% | -11.3% | +14.8% |
| 3M | -0.3% | +52.4% | -52.7% | -3.3% |
| 6M | +21.3% | +107.4% | -86.1% | +12.4% |
| YTD | +52.3% | +54.7% | -2.4% | +42.6% |
| 1Y | +63.6% | +158.9% | -95.3% | +45.8% |
| 3Y | +3.8% | -23.7% | +27.5% | -10.4% |
| 5Y | +128.6% | -54.3% | +183.0% | +102.4% |
| All | +9.7% | -6.0% | +15.7% | -24.4% |
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 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