-3.3%
SLB vs RL
+313.2%
-316.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.6% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +15.8% | -7.8% | +23.6% | +19.5% |
| 3M | -0.3% | -4.0% | +3.7% | +0.5% |
| 6M | +21.3% | -1.9% | +23.2% | +20.0% |
| YTD | +52.3% | -0.2% | +52.5% | +49.0% |
| 1Y | +63.6% | +10.7% | +52.9% | +52.7% |
| 3Y | +3.8% | +210.8% | -207.0% | -41.6% |
| 5Y | +128.6% | +238.2% | -109.6% | +16.0% |
| All | -3.3% | +313.2% | -316.5% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling