+73.6%
SLB vs ROP
+2.3%
+71.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | -2.7% | +5.2% | +3.1% |
| 30D | +4.4% | +29.7% | -25.3% | -1.1% |
| 3M | -2.7% | +21.2% | -23.9% | -6.6% |
| 6M | -7.5% | +48.3% | -55.8% | -15.6% |
| YTD | +34.8% | +8.4% | +26.4% | +33.4% |
| 1Y | +44.6% | +6.0% | +38.6% | +44.1% |
| 3Y | +3.2% | -5.6% | +8.8% | +7.5% |
| 5Y | +73.6% | +1.3% | +72.3% | +70.7% |
| All | +73.6% | +2.3% | +71.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling