-3.1%
SLB vs ROP
+140.4%
-143.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +2.0% |
| 7D | +0.8% | -4.4% | +5.3% | +3.2% |
| 30D | +15.8% | +3.2% | +12.6% | +13.8% |
| 3M | -0.3% | +23.1% | -23.4% | -11.7% |
| 6M | +21.3% | +13.3% | +8.0% | +11.6% |
| YTD | +52.3% | -7.9% | +60.2% | +56.0% |
| 1Y | +63.6% | -22.1% | +85.7% | +84.4% |
| 3Y | +3.8% | -16.8% | +20.6% | +10.8% |
| 5Y | +128.6% | -13.5% | +142.2% | +130.9% |
| All | -3.1% | +140.4% | -143.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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