+63.6%
SLB vs ROL
-35.4%
+99.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | -1.4% | +2.3% | +0.9% |
| 30D | +15.8% | -4.1% | +19.9% | +16.2% |
| 3M | -0.3% | -22.5% | +22.2% | +3.0% |
| 6M | +21.3% | -37.7% | +59.0% | +29.7% |
| YTD | +52.3% | -39.6% | +91.9% | +64.5% |
| 1Y | +63.6% | -36.0% | +99.6% | +78.5% |
| All | +63.6% | -35.4% | +99.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling