+45.8%
SLB vs ROL
-31.8%
+77.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.4% |
| 7D | +3.5% | +3.0% | +0.5% | +3.4% |
| 30D | +6.5% | +19.8% | -13.3% | +5.5% |
| 3M | -0.2% | +7.9% | -8.1% | 0.0% |
| 6M | -5.7% | -25.6% | +19.9% | +3.2% |
| YTD | +36.8% | -34.1% | +71.0% | +54.0% |
| 1Y | +45.8% | -31.4% | +77.2% | +62.3% |
| All | +45.8% | -31.8% | +77.6% | +62.3% |
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 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