-14.2%
SLB vs RRC
+72.2%
-86.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +4.5% | +25.2% | -20.7% | -4.0% |
| 3M | -4.6% | +27.8% | -32.4% | -13.1% |
| 6M | -6.3% | +27.2% | -33.5% | -14.7% |
| YTD | +35.0% | +48.2% | -13.2% | +15.8% |
| 1Y | +38.8% | +34.7% | +4.1% | +22.9% |
| 3Y | +3.3% | +62.2% | -59.0% | -15.9% |
| 5Y | +73.6% | +130.9% | -57.3% | +19.6% |
| 10Y | -14.2% | +73.4% | -87.7% | -57.0% |
| All | -14.2% | +72.2% | -86.4% | -57.0% |
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