-14.4%
SLB vs RIG
-48.2%
+33.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.6% | +4.3% | -1.8% | +1.1% |
| 30D | +4.4% | -5.8% | +10.2% | +6.0% |
| 3M | -2.7% | -6.7% | +3.9% | -1.3% |
| 6M | -7.5% | -18.7% | +11.1% | -2.3% |
| YTD | +34.8% | +28.8% | +6.0% | +20.2% |
| 1Y | +44.6% | +28.8% | +15.8% | +28.5% |
| 3Y | +3.2% | -20.0% | +23.2% | +0.3% |
| 5Y | +73.6% | +56.0% | +17.5% | +25.3% |
| All | -14.4% | -48.2% | +33.8% | -38.5% |
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