+46.2%
SLB vs RIG
+43.0%
+3.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.6% | +6.5% | +1.2% |
| 7D | -4.1% | -18.8% | +14.7% | +2.0% |
| 30D | +2.5% | -1.1% | +3.6% | +2.4% |
| 3M | +2.0% | +4.4% | -2.4% | -0.2% |
| 6M | -6.3% | -20.8% | +14.4% | -1.8% |
| YTD | +36.5% | +32.0% | +4.6% | +18.6% |
| 1Y | +46.2% | +39.7% | +6.5% | +24.2% |
| All | +46.2% | +43.0% | +3.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling