+139.3%
SLB vs RSG
+90.2%
+49.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | +7.8% | +3.7% | +4.1% | +6.9% |
| 3M | +2.7% | +6.2% | -3.5% | +1.0% |
| 6M | +22.2% | -2.8% | +24.9% | +22.8% |
| YTD | +51.1% | +5.9% | +45.2% | +48.0% |
| 1Y | +63.3% | -1.8% | +65.1% | +63.4% |
| 3Y | +2.4% | +57.5% | -55.1% | -10.0% |
| 5Y | +139.3% | +91.1% | +48.3% | +108.9% |
| All | +139.3% | +90.2% | +49.1% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling