-16.6%
SLB vs RL
+397.7%
-414.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -1.4% |
| 7D | -3.7% | +0.2% | -3.9% | -4.0% |
| 30D | +2.9% | +7.3% | -4.4% | -0.3% |
| 3M | +0.2% | +1.0% | -0.8% | -0.8% |
| 6M | -4.4% | +11.8% | -16.2% | -10.3% |
| YTD | +33.4% | +13.6% | +19.8% | +23.4% |
| 1Y | +40.8% | +24.0% | +16.7% | +25.1% |
| 3Y | +3.2% | +256.6% | -253.4% | -45.3% |
| 5Y | +64.8% | +240.2% | -175.4% | -15.3% |
| 10Y | -16.6% | +373.0% | -389.5% | -65.1% |
| All | -16.6% | +397.7% | -414.2% | -65.1% |
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