+1.8%
SLB vs RRC
+58.8%
-57.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.6% | +2.5% | 0.0% | +1.6% |
| 30D | +4.4% | +21.1% | -16.8% | -3.6% |
| 3M | -2.7% | +28.4% | -31.1% | -12.4% |
| 6M | -7.5% | +26.5% | -34.0% | -16.5% |
| YTD | +34.8% | +47.0% | -12.2% | +13.8% |
| 1Y | +44.6% | +35.2% | +9.4% | +26.2% |
| All | +1.8% | +58.8% | -57.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling