+130.5%
SLB vs RGTI
-2.8%
+133.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.7% |
| 7D | +3.5% | -18.1% | +21.6% | +4.1% |
| 30D | +6.5% | -17.6% | +24.2% | +7.0% |
| 3M | -0.2% | -48.3% | +48.1% | +1.4% |
| 6M | -5.7% | -47.8% | +42.0% | -4.6% |
| YTD | +36.8% | -56.6% | +93.4% | +38.7% |
| 1Y | +45.8% | -61.8% | +107.6% | +48.0% |
| 3Y | +3.4% | +807.5% | -804.2% | -10.5% |
| 5Y | +76.1% | -8.8% | +85.0% | +63.8% |
| All | +130.5% | -2.8% | +133.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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