+2.1%
SLB vs RNG
+130.4%
-128.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | +0.8% | +5.8% | -4.9% | +0.2% |
| 30D | +15.8% | +19.6% | -3.8% | +13.6% |
| 3M | -0.3% | +67.0% | -67.4% | -6.2% |
| 6M | +21.3% | +88.4% | -67.0% | +12.2% |
| YTD | +52.3% | +155.5% | -103.2% | +34.3% |
| 1Y | +63.6% | +141.7% | -78.1% | +44.9% |
| All | +2.1% | +130.4% | -128.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling