-8.5%
SLB vs RNG
+327.7%
-336.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | +0.8% | +5.8% | -4.9% | +0.4% |
| 30D | +15.8% | +19.6% | -3.8% | +14.2% |
| 3M | -0.3% | +67.0% | -67.4% | -4.5% |
| 6M | +21.3% | +88.4% | -67.0% | +14.7% |
| YTD | +52.3% | +155.5% | -103.2% | +39.7% |
| 1Y | +63.6% | +141.7% | -78.1% | +50.5% |
| 3Y | +3.8% | +131.1% | -127.3% | -5.7% |
| 5Y | +128.6% | -70.6% | +199.2% | +132.0% |
| 10Y | -3.1% | +228.2% | -231.3% | -29.7% |
| All | -8.5% | +327.7% | -336.3% | -37.0% |
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 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