+38.5%
SLB vs ROL
-32.6%
+71.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.3% | +3.4% | -7.7% | -4.4% |
| 30D | +1.9% | +20.8% | -18.8% | +0.8% |
| 3M | -5.7% | +3.7% | -9.4% | -5.1% |
| 6M | -5.3% | -27.7% | +22.3% | +3.9% |
| YTD | +32.2% | -34.9% | +67.1% | +48.5% |
| 1Y | +38.5% | -33.3% | +71.8% | +54.3% |
| All | +38.5% | -32.6% | +71.1% | +54.3% |
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