-19.0%
SLB vs RNG
+338.4%
-357.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | +4.5% | -3.8% | +8.3% | +4.7% |
| 3M | -4.6% | +18.6% | -23.1% | -6.0% |
| 6M | -6.3% | +69.2% | -75.5% | -10.5% |
| YTD | +35.0% | +161.9% | -126.9% | +23.4% |
| 1Y | +38.8% | +176.2% | -137.4% | +26.4% |
| 3Y | +3.3% | +174.5% | -171.2% | -7.1% |
| 5Y | +73.6% | -71.9% | +145.5% | +77.1% |
| 10Y | -14.2% | +235.4% | -249.6% | -37.8% |
| All | -19.0% | +338.4% | -357.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling