+612.3%
SLB vs ROP
+29,884.4%
-29,272.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.5% |
| 7D | -7.1% | +2.1% | -9.3% | -7.8% |
| 30D | +4.1% | +32.9% | -28.8% | -5.2% |
| 3M | -2.6% | +20.0% | -22.7% | -8.6% |
| 6M | -8.6% | +36.4% | -45.0% | -18.2% |
| YTD | +32.2% | +7.8% | +24.4% | +26.5% |
| 1Y | +40.7% | +8.0% | +32.7% | +34.4% |
| 3Y | -4.5% | -3.5% | -1.0% | -5.8% |
| 5Y | +66.4% | +1.5% | +64.9% | +59.4% |
| 10Y | -15.1% | +198.5% | -213.5% | -40.2% |
| All | +612.3% | +29,884.4% | -29,272.0% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling