-10.4%
SLB vs RF
+4.6%
-15.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | -7.7% | -1.6% | -6.1% | -7.3% |
| 30D | -0.7% | +5.0% | -5.7% | -2.1% |
| 3M | 0.0% | -10.0% | +10.0% | +1.8% |
| 6M | -10.4% | +3.3% | -13.8% | -13.7% |
| All | -10.4% | +4.6% | -15.0% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling