-17.1%
SLB vs ROL
+216.1%
-233.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -7.1% | +9.5% | -16.6% | -9.1% |
| 30D | +4.1% | +22.9% | -18.8% | -1.0% |
| 3M | -2.6% | +3.5% | -6.2% | -3.8% |
| 6M | -8.6% | -29.4% | +20.8% | -0.9% |
| YTD | +32.2% | -36.1% | +68.3% | +46.5% |
| 1Y | +40.7% | -34.4% | +75.0% | +54.8% |
| 3Y | -4.5% | +4.0% | -8.5% | -8.4% |
| 5Y | +66.4% | +13.2% | +53.1% | +52.3% |
| All | -17.1% | +216.1% | -233.2% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling