-13.1%
SLB vs RL
+337.1%
-350.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.9% |
| 7D | +3.5% | +2.6% | +0.9% | +2.4% |
| 30D | +6.5% | +2.9% | +3.6% | +4.9% |
| 3M | -0.2% | 0.0% | -0.2% | -0.9% |
| 6M | -5.7% | +17.1% | -22.8% | -13.2% |
| YTD | +36.8% | +10.1% | +26.7% | +28.1% |
| 1Y | +45.8% | +17.3% | +28.5% | +32.6% |
| 3Y | +3.4% | +249.3% | -246.0% | -44.9% |
| 5Y | +76.1% | +240.9% | -164.8% | -10.2% |
| All | -13.1% | +337.1% | -350.1% | -63.7% |
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