+141.8%
SLB vs ROIV
+248.8%
-107.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -3.5% |
| 7D | -7.7% | -2.4% | -5.4% | -7.6% |
| 30D | -0.7% | +3.1% | -3.8% | -1.0% |
| 3M | 0.0% | +5.8% | -5.9% | -0.7% |
| 6M | -10.4% | +29.3% | -39.7% | -12.4% |
| YTD | +31.5% | +68.8% | -37.3% | +26.0% |
| 1Y | +39.1% | +81.0% | -41.9% | +32.6% |
| 3Y | -5.7% | +294.6% | -300.3% | -15.1% |
| 5Y | +65.4% | +373.1% | -307.7% | +39.6% |
| All | +141.8% | +248.8% | -107.0% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling