+241.1%
SLB vs RKT
-7.0%
+248.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +0.8% | +2.1% | -1.3% | +0.7% |
| 30D | +15.8% | +1.4% | +14.4% | +15.6% |
| 3M | -0.3% | +6.3% | -6.6% | -1.0% |
| 6M | +21.3% | -15.5% | +36.8% | +21.9% |
| YTD | +52.3% | -27.4% | +79.7% | +54.0% |
| 1Y | +63.6% | -26.6% | +90.2% | +65.1% |
| 3Y | +3.8% | +41.2% | -37.5% | -0.2% |
| 5Y | +128.6% | -6.4% | +135.1% | +118.4% |
| All | +241.1% | -7.0% | +248.1% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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