+46.2%
SLB vs RL
+34.3%
+11.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.6% |
| 7D | -4.1% | +5.8% | -9.9% | -4.7% |
| 30D | +2.5% | +12.7% | -10.2% | +1.0% |
| 3M | +2.0% | +9.3% | -7.3% | +1.0% |
| 6M | -6.3% | +16.9% | -23.3% | -8.2% |
| YTD | +36.5% | +17.5% | +19.1% | +32.1% |
| 1Y | +46.2% | +34.6% | +11.6% | +38.4% |
| All | +46.2% | +34.3% | +11.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling