+1.9%
SLB vs ROP
-5.5%
+7.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -1.2% | -2.9% | +1.8% | -0.7% |
| 30D | +4.5% | +30.1% | -25.6% | -0.6% |
| 3M | -4.6% | +19.9% | -24.4% | -7.8% |
| 6M | -6.3% | +46.0% | -52.3% | -13.8% |
| YTD | +35.0% | +8.4% | +26.6% | +36.3% |
| 1Y | +38.8% | +8.8% | +30.0% | +39.9% |
| All | +1.9% | -5.5% | +7.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling