+63.6%
SLB vs RNG
+144.7%
-81.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | +0.8% | +5.8% | -4.9% | +0.5% |
| 30D | +15.8% | +19.6% | -3.8% | +14.8% |
| 3M | -0.3% | +67.0% | -67.4% | -3.8% |
| 6M | +21.3% | +88.4% | -67.0% | +17.0% |
| YTD | +52.3% | +155.5% | -103.2% | +44.8% |
| 1Y | +63.6% | +141.7% | -78.1% | +54.0% |
| All | +63.6% | +144.7% | -81.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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