+154.7%
SLB vs RGTI
+59.7%
+95.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.8% |
| 7D | +0.4% | +5.5% | -5.0% | +0.3% |
| 30D | +13.6% | -11.9% | +25.5% | +13.9% |
| 3M | +1.5% | -27.4% | +28.9% | +2.2% |
| 6M | +23.0% | -7.1% | +30.1% | +22.5% |
| YTD | +51.2% | -28.6% | +79.8% | +51.4% |
| 1Y | +63.5% | +4.4% | +59.1% | +61.0% |
| 3Y | +2.5% | +698.5% | -696.0% | -10.3% |
| 5Y | +139.2% | +64.2% | +75.0% | +121.9% |
| All | +154.7% | +59.7% | +95.0% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling