-16.6%
SLB vs ROP
+189.6%
-206.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.4% |
| 7D | -3.7% | -1.6% | -2.0% | -3.0% |
| 30D | +2.9% | +29.5% | -26.6% | -10.4% |
| 3M | +0.2% | +17.5% | -17.3% | -8.5% |
| 6M | -4.4% | +38.1% | -42.5% | -21.0% |
| YTD | +33.4% | +7.0% | +26.4% | +25.7% |
| 1Y | +40.8% | +6.5% | +34.3% | +32.8% |
| 3Y | +3.2% | -5.5% | +8.7% | +3.0% |
| 5Y | +64.8% | -0.4% | +65.2% | +54.3% |
| 10Y | -16.6% | +183.6% | -200.1% | -56.6% |
| All | -16.6% | +189.6% | -206.2% | -56.6% |
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