-17.3%
SLB vs RRC
+67.7%
-85.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -2.6% |
| 7D | -4.3% | -5.2% | +0.9% | -2.6% |
| 30D | +1.9% | +25.2% | -23.3% | -6.4% |
| 3M | -5.7% | +27.4% | -33.1% | -14.1% |
| 6M | -5.3% | +27.0% | -32.3% | -13.9% |
| YTD | +32.2% | +46.3% | -14.1% | +13.9% |
| 1Y | +38.5% | +37.1% | +1.4% | +21.8% |
| 3Y | +1.1% | +60.2% | -59.0% | -17.3% |
| 5Y | +70.3% | +136.6% | -66.4% | +16.3% |
| 10Y | -17.3% | +68.8% | -86.1% | -58.4% |
| All | -17.3% | +67.7% | -85.0% | -58.4% |
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