+229.0%
SLB vs RL
+1,498.4%
-1,269.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -1.4% |
| 7D | -7.7% | -4.7% | -3.1% | -6.4% |
| 30D | -0.7% | +3.6% | -4.3% | -2.0% |
| 3M | 0.0% | +0.5% | -0.6% | -0.6% |
| 6M | -10.4% | +6.6% | -17.0% | -13.4% |
| YTD | +31.5% | +8.8% | +22.6% | +25.6% |
| 1Y | +39.1% | +21.8% | +17.4% | +28.0% |
| 3Y | -5.7% | +245.8% | -251.5% | -40.1% |
| 5Y | +65.4% | +230.0% | -164.5% | +3.3% |
| 10Y | -15.6% | +369.4% | -385.0% | -54.4% |
| All | +229.0% | +1,498.4% | -1,269.4% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling