+958.5%
SLB vs RRC
+1,202.2%
-243.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +15.8% | +10.1% | +5.7% | +13.2% |
| 3M | -0.3% | +4.0% | -4.4% | -1.4% |
| 6M | +21.3% | +1.6% | +19.8% | +20.5% |
| YTD | +52.3% | +19.7% | +32.6% | +45.2% |
| 1Y | +63.6% | +21.4% | +42.2% | +55.1% |
| 3Y | +3.8% | +29.7% | -25.9% | -4.0% |
| 5Y | +128.6% | +153.9% | -25.2% | +76.7% |
| 10Y | -3.1% | +10.8% | -13.9% | -24.0% |
| All | +958.5% | +1,202.2% | -243.7% | +491.2% |
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