+3.2%
SLB vs RF
+86.8%
-83.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +15.8% | -3.6% | +19.4% | +17.7% |
| 3M | -0.3% | +8.1% | -8.4% | -4.4% |
| 6M | +21.3% | +11.5% | +9.9% | +14.5% |
| YTD | +52.3% | +15.6% | +36.7% | +40.8% |
| 1Y | +63.6% | +15.7% | +47.9% | +50.9% |
| All | +3.2% | +86.8% | -83.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling