+70.3%
SLB vs ROIV
+403.5%
-333.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -4.3% | +14.3% | -18.6% | -5.1% |
| 30D | +1.9% | +16.2% | -14.3% | +0.9% |
| 3M | -5.7% | +15.1% | -20.8% | -6.8% |
| 6M | -5.3% | +44.2% | -49.6% | -8.1% |
| YTD | +32.2% | +89.8% | -57.7% | +25.6% |
| 1Y | +38.5% | +94.6% | -56.1% | +31.2% |
| 3Y | +1.1% | +367.5% | -366.4% | -10.1% |
| 5Y | +70.3% | +421.4% | -351.1% | +38.1% |
| All | +70.3% | +403.5% | -333.3% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling