+139.2%
SLB vs RNG
-70.8%
+210.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.4% |
| 7D | +0.4% | -0.8% | +1.3% | +0.5% |
| 30D | +13.6% | +11.4% | +2.2% | +12.6% |
| 3M | +1.5% | +72.1% | -70.6% | -2.7% |
| 6M | +23.0% | +67.9% | -44.9% | +17.6% |
| YTD | +51.2% | +144.3% | -93.1% | +39.8% |
| 1Y | +63.5% | +117.5% | -54.0% | +52.3% |
| 3Y | +2.5% | +123.9% | -121.4% | -6.1% |
| 5Y | +139.2% | -70.1% | +209.3% | +126.4% |
| All | +139.2% | -70.8% | +210.0% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling