+818.8%
SLB vs ROL
+9,562.4%
-8,743.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -7.1% | +9.5% | -16.6% | -9.8% |
| 30D | +4.1% | +22.9% | -18.8% | -2.8% |
| 3M | -2.6% | +3.5% | -6.2% | -4.4% |
| 6M | -8.6% | -29.4% | +20.8% | +0.9% |
| YTD | +32.2% | -36.1% | +68.3% | +50.0% |
| 1Y | +40.7% | -34.4% | +75.0% | +58.2% |
| 3Y | -4.5% | +4.0% | -8.5% | -9.0% |
| 5Y | +66.4% | +13.2% | +53.1% | +50.4% |
| 10Y | -15.1% | +219.7% | -234.8% | -48.2% |
| All | +818.8% | +9,562.4% | -8,743.6% | +147.2% |
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