-4.8%
SLB vs RIG
-42.7%
+37.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | +13.6% | +9.5% | +4.1% | +10.0% |
| 3M | +1.5% | -6.6% | +8.1% | +3.4% |
| 6M | +23.0% | -2.9% | +25.9% | +22.5% |
| YTD | +51.2% | +39.5% | +11.8% | +32.3% |
| 1Y | +63.5% | +82.3% | -18.8% | +29.0% |
| 3Y | +2.5% | -29.6% | +32.1% | +4.6% |
| 5Y | +139.2% | +63.2% | +76.0% | +70.9% |
| 10Y | -4.8% | -45.0% | +40.2% | -33.6% |
| All | -4.8% | -42.7% | +37.9% | -33.6% |
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