+232.0%
SLB vs RSG
+2,015.2%
-1,783.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | +0.8% | +0.3% | +0.6% | +0.7% |
| 30D | +15.8% | +7.6% | +8.2% | +12.9% |
| 3M | -0.3% | +7.4% | -7.8% | -3.1% |
| 6M | +21.3% | -3.3% | +24.6% | +21.9% |
| YTD | +52.3% | +6.0% | +46.3% | +48.2% |
| 1Y | +63.6% | -3.7% | +67.3% | +64.3% |
| 3Y | +3.8% | +59.1% | -55.3% | -13.1% |
| 5Y | +128.6% | +89.0% | +39.6% | +78.3% |
| 10Y | -3.1% | +412.5% | -415.6% | -44.3% |
| All | +232.0% | +2,015.2% | -1,783.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling