+958.5%
SLB vs RF
+1,537.4%
-578.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +15.8% | -3.6% | +19.4% | +17.1% |
| 3M | -0.3% | +8.1% | -8.4% | -3.0% |
| 6M | +21.3% | +11.5% | +9.9% | +16.8% |
| YTD | +52.3% | +15.6% | +36.7% | +44.8% |
| 1Y | +63.6% | +15.7% | +47.9% | +55.2% |
| 3Y | +3.8% | +86.9% | -83.1% | -16.4% |
| 5Y | +128.6% | +89.8% | +38.8% | +82.0% |
| 10Y | -3.1% | +344.7% | -347.8% | -37.8% |
| All | +958.5% | +1,537.4% | -578.9% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling