-5.9%
SLB vs RRX
+216.7%
-222.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | +4.9% | -9.3% | +14.2% | +9.7% |
| 3M | +1.4% | -21.8% | +23.2% | +11.0% |
| 6M | +17.6% | -22.0% | +39.6% | +26.5% |
| YTD | +48.3% | +11.9% | +36.4% | +29.6% |
| 1Y | +58.7% | +11.6% | +47.1% | +37.1% |
| 3Y | +0.6% | +2.2% | -1.6% | -16.2% |
| 5Y | +133.6% | +14.9% | +118.7% | +66.1% |
| All | -5.9% | +216.7% | -222.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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