-16.6%
SLB vs RRC
+63.1%
-79.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | -3.7% | -10.3% | +6.6% | -0.1% |
| 30D | +2.9% | +19.5% | -16.5% | -3.9% |
| 3M | +0.2% | +27.9% | -27.7% | -8.7% |
| 6M | -4.4% | +21.2% | -25.6% | -11.6% |
| YTD | +33.4% | +39.6% | -6.1% | +16.9% |
| 1Y | +40.8% | +31.3% | +9.5% | +25.8% |
| 3Y | +3.2% | +51.9% | -48.8% | -14.0% |
| 5Y | +64.8% | +110.2% | -45.4% | +17.2% |
| 10Y | -16.6% | +56.7% | -73.2% | -57.3% |
| All | -16.6% | +63.1% | -79.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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