-16.6%
SLB vs RF
+277.2%
-293.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | +2.9% | +7.0% | -4.1% | -1.7% |
| 3M | +0.2% | -7.0% | +7.2% | +4.8% |
| 6M | -4.4% | +6.8% | -11.2% | -9.3% |
| YTD | +33.4% | +9.9% | +23.5% | +23.5% |
| 1Y | +40.8% | +21.1% | +19.7% | +22.2% |
| 3Y | +3.2% | +119.6% | -116.4% | -42.3% |
| 5Y | +64.8% | +46.2% | +18.6% | +15.2% |
| 10Y | -16.6% | +261.5% | -278.1% | -64.3% |
| All | -16.6% | +277.2% | -293.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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