-16.6%
SLB vs RIG
-46.5%
+29.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | -3.7% | -17.0% | +13.3% | +2.3% |
| 30D | +2.9% | -6.2% | +9.1% | +4.6% |
| 3M | +0.2% | -1.7% | +1.9% | 0.0% |
| 6M | -4.4% | -19.2% | +14.8% | +1.2% |
| YTD | +33.4% | +25.2% | +8.2% | +20.1% |
| 1Y | +40.8% | +29.9% | +10.9% | +24.8% |
| 3Y | +3.2% | -21.3% | +24.5% | +0.9% |
| 5Y | +64.8% | +40.5% | +24.3% | +23.1% |
| 10Y | -16.6% | -49.6% | +33.0% | -40.9% |
| All | -16.6% | -46.5% | +29.9% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling