-2.6%
SLB vs RMD
+269.7%
-272.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -4.7% | +2.9% | -0.8% |
| 30D | +7.8% | +0.2% | +7.6% | +7.7% |
| 3M | +2.7% | +12.0% | -9.3% | -0.1% |
| 6M | +22.2% | -12.5% | +34.7% | +25.2% |
| YTD | +51.1% | -7.9% | +59.0% | +52.9% |
| 1Y | +63.3% | -20.4% | +83.7% | +70.5% |
| 3Y | +2.4% | +53.1% | -50.7% | -9.2% |
| 5Y | +139.3% | -22.1% | +161.5% | +142.8% |
| 10Y | -2.6% | +275.4% | -278.0% | -20.5% |
| All | -2.6% | +269.7% | -272.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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