-4.5%
SLB vs RMD
+57.4%
-62.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | -7.1% | +2.3% | -9.4% | -7.5% |
| 30D | +4.1% | +4.1% | 0.0% | +3.2% |
| 3M | -2.6% | +5.7% | -8.3% | -3.8% |
| 6M | -8.6% | +12.9% | -21.4% | -10.8% |
| YTD | +32.2% | -1.5% | +33.7% | +31.9% |
| 1Y | +40.7% | -4.8% | +45.4% | +41.1% |
| 3Y | -4.5% | +57.5% | -62.0% | -10.1% |
| All | -4.5% | +57.4% | -62.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling