+547.0%
SLB vs RIG
-46.4%
+593.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.6% |
| 7D | -7.1% | -24.5% | +17.4% | +4.1% |
| 30D | +4.1% | -2.8% | +6.9% | +4.6% |
| 3M | -2.6% | +1.6% | -4.2% | -4.5% |
| 6M | -8.6% | -15.9% | +7.3% | -3.5% |
| YTD | +32.2% | +26.9% | +5.3% | +14.6% |
| 1Y | +40.7% | +34.4% | +6.3% | +18.4% |
| 3Y | -4.5% | -21.2% | +16.7% | -8.4% |
| 5Y | +66.4% | +46.4% | +20.0% | +7.8% |
| 10Y | -15.1% | -45.8% | +30.7% | -54.1% |
| All | +547.0% | -46.4% | +593.4% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling