+64.8%
SLB vs ROK
+25.9%
+38.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.4% |
| 7D | -3.7% | -11.5% | +7.9% | +0.3% |
| 30D | +2.9% | -10.0% | +12.9% | +6.4% |
| 3M | +0.2% | -11.4% | +11.7% | +4.2% |
| 6M | -4.4% | -13.7% | +9.3% | -0.5% |
| YTD | +33.4% | +1.0% | +32.4% | +30.0% |
| 1Y | +40.8% | +5.6% | +35.1% | +34.7% |
| 3Y | +3.2% | +59.1% | -55.9% | -17.8% |
| 5Y | +64.8% | +26.1% | +38.7% | +21.6% |
| All | +64.8% | +25.9% | +38.9% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling