+3.2%
SLB vs RNG
+165.4%
-162.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -3.7% | -6.2% | +2.5% | -3.0% |
| 30D | +2.9% | -8.0% | +11.0% | +3.8% |
| 3M | +0.2% | +15.7% | -15.5% | -1.6% |
| 6M | -4.4% | +60.3% | -64.8% | -10.4% |
| YTD | +33.4% | +153.8% | -120.4% | +16.5% |
| 1Y | +40.8% | +172.2% | -131.4% | +21.4% |
| 3Y | +3.2% | +174.8% | -171.6% | -12.8% |
| All | +3.2% | +165.4% | -162.2% | -12.8% |
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