+1.8%
SLB vs RSG
+66.5%
-64.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.6% | +1.4% | +1.1% | +2.4% |
| 30D | +4.4% | +15.0% | -10.7% | +2.2% |
| 3M | -2.7% | +18.5% | -21.2% | -5.3% |
| 6M | -7.5% | +25.8% | -33.3% | -11.4% |
| YTD | +34.8% | +20.8% | +14.0% | +29.6% |
| 1Y | +44.6% | +24.8% | +19.8% | +37.8% |
| All | +1.8% | +66.5% | -64.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling