-14.4%
SLB vs RSG
+452.6%
-467.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | +2.6% | +1.4% | +1.1% | +1.7% |
| 30D | +4.4% | +15.0% | -10.7% | -4.0% |
| 3M | -2.7% | +18.5% | -21.2% | -12.2% |
| 6M | -7.5% | +25.8% | -33.3% | -20.0% |
| YTD | +34.8% | +20.8% | +14.0% | +18.6% |
| 1Y | +44.6% | +24.8% | +19.8% | +24.4% |
| 3Y | +3.2% | +65.9% | -62.7% | -28.6% |
| 5Y | +73.6% | +99.1% | -25.5% | +2.4% |
| All | -14.4% | +452.6% | -467.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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