+818.8%
SLB vs RRC
+1,414.2%
-595.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -7.1% | -10.8% | +3.7% | -4.6% |
| 30D | +4.1% | +22.3% | -18.2% | -1.1% |
| 3M | -2.6% | +26.6% | -29.3% | -8.3% |
| 6M | -8.6% | +18.9% | -27.5% | -12.8% |
| YTD | +32.2% | +39.2% | -7.0% | +21.1% |
| 1Y | +40.7% | +34.0% | +6.7% | +29.9% |
| 3Y | -4.5% | +42.0% | -46.5% | -13.9% |
| 5Y | +66.4% | +111.9% | -45.5% | +33.3% |
| 10Y | -15.1% | +62.8% | -77.9% | -38.8% |
| All | +818.8% | +1,414.2% | -595.4% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling