-14.4%
SLB vs RUN
+66.4%
-80.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.6% |
| 7D | +2.6% | -13.7% | +16.2% | +4.1% |
| 30D | +4.4% | +9.4% | -5.0% | +2.9% |
| 3M | -2.7% | -13.4% | +10.7% | -1.9% |
| 6M | -7.5% | -39.6% | +32.0% | -3.7% |
| YTD | +34.8% | -53.7% | +88.5% | +42.0% |
| 1Y | +44.6% | -56.2% | +100.8% | +52.8% |
| 3Y | +3.2% | -9.7% | +12.9% | -14.6% |
| 5Y | +73.6% | -85.5% | +159.0% | +76.4% |
| All | -14.4% | +66.4% | -80.8% | -53.6% |
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