+198.3%
SLB vs RSG
+2,310.6%
-2,112.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +2.6% |
| 30D | +6.5% | +12.7% | -6.2% | +2.0% |
| 3M | -0.2% | +17.9% | -18.2% | -6.0% |
| 6M | -5.7% | +25.0% | -30.7% | -13.3% |
| YTD | +36.8% | +20.8% | +16.0% | +27.0% |
| 1Y | +45.8% | +24.3% | +21.5% | +33.9% |
| 3Y | +3.4% | +65.3% | -61.9% | -14.7% |
| 5Y | +76.1% | +99.1% | -22.9% | +34.9% |
| 10Y | -13.0% | +452.4% | -465.4% | -51.5% |
| All | +198.3% | +2,310.6% | -2,112.4% | +15.0% |
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