-4.8%
SLB vs ROK
+342.8%
-347.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +0.4% | +2.8% | -2.3% | -1.1% |
| 30D | +13.6% | -2.4% | +16.0% | +15.0% |
| 3M | +1.5% | -4.7% | +6.2% | +2.9% |
| 6M | +23.0% | +16.8% | +6.3% | +9.9% |
| YTD | +51.2% | +11.4% | +39.9% | +38.3% |
| 1Y | +63.5% | +26.2% | +37.3% | +38.2% |
| 3Y | +2.5% | +51.9% | -49.3% | -26.5% |
| 5Y | +139.2% | +46.4% | +92.8% | +66.3% |
| 10Y | -4.8% | +343.5% | -348.3% | -64.6% |
| All | -4.8% | +342.8% | -347.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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