-2.6%
SLB vs RNG
+215.2%
-217.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.6% |
| 30D | +7.8% | +8.6% | -0.8% | +7.1% |
| 3M | +2.7% | +78.0% | -75.3% | -1.5% |
| 6M | +22.2% | +67.0% | -44.9% | +17.2% |
| YTD | +51.1% | +142.4% | -91.3% | +40.6% |
| 1Y | +63.3% | +120.4% | -57.1% | +52.7% |
| 3Y | +2.4% | +122.1% | -119.7% | -5.5% |
| 5Y | +139.3% | -69.8% | +209.2% | +137.4% |
| 10Y | -2.6% | +223.4% | -226.0% | -22.7% |
| All | -2.6% | +215.2% | -217.8% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling