-5.9%
SLB vs RSG
+425.0%
-430.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.4% |
| 30D | +4.9% | +2.8% | +2.1% | +3.1% |
| 3M | +1.4% | +4.3% | -2.9% | -1.6% |
| 6M | +17.6% | -0.5% | +18.2% | +16.7% |
| YTD | +48.3% | +5.2% | +43.1% | +41.8% |
| 1Y | +58.7% | -2.1% | +60.8% | +58.2% |
| 3Y | +0.6% | +56.5% | -56.0% | -28.3% |
| 5Y | +133.6% | +89.5% | +44.1% | +38.7% |
| All | -5.9% | +425.0% | -430.9% | -65.2% |
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