+958.5%
SLB vs RGEN
+1,576.0%
-617.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +0.8% | -4.9% | +5.8% | +1.0% |
| 30D | +15.8% | +5.7% | +10.1% | +15.6% |
| 3M | -0.3% | +32.4% | -32.8% | -1.6% |
| 6M | +21.3% | +33.2% | -11.8% | +19.7% |
| YTD | +52.3% | +2.3% | +50.0% | +51.7% |
| 1Y | +63.6% | +39.0% | +24.6% | +60.9% |
| 3Y | +3.8% | -4.6% | +8.4% | +2.8% |
| 5Y | +128.6% | -42.7% | +171.3% | +128.4% |
| 10Y | -3.1% | +433.6% | -436.7% | -11.5% |
| All | +958.5% | +1,576.0% | -617.5% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling