+827.3%
SLB vs ROK
+14,213.2%
-13,385.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.7% |
| 7D | -3.7% | -11.5% | +7.9% | +1.2% |
| 30D | +2.9% | -10.0% | +12.9% | +7.2% |
| 3M | +0.2% | -11.4% | +11.7% | +5.0% |
| 6M | -4.4% | -13.7% | +9.3% | +0.4% |
| YTD | +33.4% | +1.0% | +32.4% | +29.7% |
| 1Y | +40.8% | +5.6% | +35.1% | +34.0% |
| 3Y | +3.2% | +59.1% | -55.9% | -20.7% |
| 5Y | +64.8% | +26.1% | +38.7% | +35.8% |
| 10Y | -16.6% | +266.4% | -283.0% | -55.7% |
| All | +827.3% | +14,213.2% | -13,385.9% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling