-16.6%
SLB vs RGEN
+508.6%
-525.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | -3.7% | +3.5% | -7.2% | -4.0% |
| 30D | +2.9% | +2.9% | 0.0% | +2.5% |
| 3M | +0.2% | +9.2% | -9.0% | -0.9% |
| 6M | -4.4% | +44.9% | -49.4% | -8.6% |
| YTD | +33.4% | +9.2% | +24.2% | +31.2% |
| 1Y | +40.8% | +25.3% | +15.5% | +36.3% |
| 3Y | +3.2% | +21.7% | -18.5% | -1.6% |
| 5Y | +64.8% | -34.5% | +99.3% | +61.2% |
| 10Y | -16.6% | +478.9% | -495.5% | -40.0% |
| All | -16.6% | +508.6% | -525.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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