-17.3%
SLB vs RNG
+247.5%
-264.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -4.3% | -6.0% | +1.7% | -3.9% |
| 30D | +1.9% | -7.4% | +9.3% | +2.4% |
| 3M | -5.7% | +14.6% | -20.3% | -6.7% |
| 6M | -5.3% | +61.5% | -66.9% | -8.9% |
| YTD | +32.2% | +155.7% | -123.5% | +22.4% |
| 1Y | +38.5% | +172.5% | -134.0% | +27.7% |
| 3Y | +1.1% | +168.0% | -166.9% | -7.6% |
| 5Y | +70.3% | -73.8% | +144.0% | +70.2% |
| 10Y | -17.3% | +240.3% | -257.6% | -35.0% |
| All | -17.3% | +247.5% | -264.8% | -35.0% |
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 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