-4.8%
SLB vs RGEN
+406.9%
-411.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +13.6% | +2.8% | +10.8% | +13.3% |
| 3M | +1.5% | +34.5% | -33.0% | -1.8% |
| 6M | +23.0% | +40.5% | -17.4% | +18.0% |
| YTD | +51.2% | +2.8% | +48.4% | +49.9% |
| 1Y | +63.5% | +39.6% | +23.9% | +56.7% |
| 3Y | +2.5% | +4.4% | -1.9% | -0.9% |
| 5Y | +139.2% | -42.8% | +181.9% | +136.9% |
| 10Y | -4.8% | +406.7% | -411.5% | -29.8% |
| All | -4.8% | +406.9% | -411.6% | -29.8% |
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