+645.4%
SLB vs RIG
-40.2%
+685.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.4% |
| 7D | +0.8% | +0.9% | 0.0% | +0.3% |
| 30D | +15.8% | +13.8% | +2.0% | +9.4% |
| 3M | -0.3% | -6.4% | +6.1% | +1.9% |
| 6M | +21.3% | -8.2% | +29.5% | +23.3% |
| YTD | +52.3% | +41.6% | +10.7% | +27.3% |
| 1Y | +63.6% | +88.7% | -25.1% | +18.7% |
| 3Y | +3.8% | -30.9% | +34.6% | +6.1% |
| 5Y | +128.6% | +57.7% | +71.0% | +44.1% |
| 10Y | -3.1% | -39.3% | +36.2% | -50.5% |
| All | +645.4% | -40.2% | +685.6% | +284.9% |
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 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