+40.7%
SLB vs RL
+16.8%
+23.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | -7.1% | -4.2% | -3.0% | -6.5% |
| 30D | +4.1% | +4.3% | -0.2% | +3.5% |
| 3M | -2.6% | -4.6% | +2.0% | -1.8% |
| 6M | -8.6% | +1.7% | -10.3% | -8.3% |
| YTD | +32.2% | +7.3% | +24.9% | +29.4% |
| 1Y | +40.7% | +20.8% | +19.9% | +35.8% |
| All | +40.7% | +16.8% | +23.9% | +35.8% |
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