+150.0%
SLB vs RGTI
+54.2%
+95.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +7.1% | -17.1% | +24.2% | +7.6% |
| 3M | +0.6% | -26.0% | +26.6% | +1.2% |
| 6M | +17.6% | -9.9% | +27.5% | +17.2% |
| YTD | +48.5% | -31.1% | +79.5% | +48.8% |
| 1Y | +59.4% | -8.5% | +67.9% | +57.6% |
| 3Y | -0.4% | +652.2% | -652.6% | -12.7% |
| 5Y | +133.8% | +56.8% | +77.0% | +118.6% |
| All | +150.0% | +54.2% | +95.8% | +136.8% |
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