+958.5%
SLB vs ROL
+9,030.3%
-8,071.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | -1.4% | +2.3% | +1.3% |
| 30D | +15.8% | -4.1% | +19.9% | +17.2% |
| 3M | -0.3% | -22.5% | +22.2% | +7.4% |
| 6M | +21.3% | -37.7% | +59.0% | +40.0% |
| YTD | +52.3% | -39.6% | +91.9% | +77.0% |
| 1Y | +63.6% | -36.0% | +99.6% | +86.0% |
| 3Y | +3.8% | -5.1% | +8.9% | +2.1% |
| 5Y | +128.6% | -3.4% | +132.0% | +118.2% |
| 10Y | -3.1% | +215.2% | -218.3% | -40.4% |
| All | +958.5% | +9,030.3% | -8,071.8% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling