+143.2%
SLB vs ROIV
+270.3%
-127.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.2% |
| 7D | -7.1% | +5.3% | -12.4% | -7.4% |
| 30D | +4.1% | +11.9% | -7.8% | +3.3% |
| 3M | -2.6% | +10.7% | -13.3% | -3.5% |
| 6M | -8.6% | +34.9% | -43.5% | -10.7% |
| YTD | +32.2% | +79.2% | -47.0% | +26.3% |
| 1Y | +40.7% | +89.0% | -48.4% | +33.7% |
| 3Y | -4.5% | +337.3% | -341.9% | -14.5% |
| 5Y | +66.4% | +402.3% | -336.0% | +39.8% |
| All | +143.2% | +270.3% | -127.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling