+133.6%
SLB vs RGTI
+56.1%
+77.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +4.9% | -16.2% | +21.1% | +5.3% |
| 3M | +1.4% | -22.0% | +23.5% | +1.9% |
| 6M | +17.6% | -10.8% | +28.4% | +17.3% |
| YTD | +48.3% | -31.6% | +79.9% | +48.7% |
| 1Y | +58.7% | -6.4% | +65.0% | +56.8% |
| 3Y | +0.6% | +665.7% | -665.1% | -11.9% |
| 5Y | +133.6% | +55.6% | +77.9% | +146.9% |
| All | +133.6% | +56.1% | +77.4% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling