-4.8%
SLB vs RUN
+46.3%
-51.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | +0.4% | +10.2% | -9.7% | -0.7% |
| 30D | +13.6% | -9.6% | +23.2% | +14.7% |
| 3M | +1.5% | -31.5% | +33.0% | +5.0% |
| 6M | +23.0% | -18.7% | +41.7% | +24.1% |
| YTD | +51.2% | -49.9% | +101.1% | +58.8% |
| 1Y | +63.5% | -45.5% | +109.0% | +68.4% |
| 3Y | +2.5% | -34.1% | +36.6% | -11.0% |
| 5Y | +139.2% | -79.4% | +218.6% | +127.5% |
| 10Y | -4.8% | +48.9% | -53.7% | -47.1% |
| All | -4.8% | +46.3% | -51.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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