+63.5%
SLB vs ROP
-23.1%
+86.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.9% |
| 7D | +0.4% | -5.4% | +5.8% | 0.0% |
| 30D | +13.6% | -1.6% | +15.2% | +13.6% |
| 3M | +1.5% | +18.8% | -17.3% | +3.4% |
| 6M | +23.0% | +8.2% | +14.8% | +24.3% |
| YTD | +51.2% | -10.5% | +61.7% | +46.4% |
| 1Y | +63.5% | -23.7% | +87.2% | +55.3% |
| All | +63.5% | -23.1% | +86.6% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling