-2.6%
SLB vs RMBS
+557.5%
-560.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -1.9% | +3.5% | -5.3% | -2.7% |
| 30D | +7.8% | -8.6% | +16.4% | +10.0% |
| 3M | +2.7% | -40.3% | +43.0% | +15.2% |
| 6M | +22.2% | -1.0% | +23.1% | +15.1% |
| YTD | +51.1% | -4.6% | +55.7% | +40.8% |
| 1Y | +63.3% | +17.6% | +45.8% | +38.6% |
| 3Y | +2.4% | +58.6% | -56.2% | -29.8% |
| 5Y | +139.3% | +270.9% | -131.6% | +0.5% |
| 10Y | -2.6% | +569.1% | -571.7% | -71.2% |
| All | -2.6% | +557.5% | -560.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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