-16.6%
SLB vs RUN
+133.0%
-149.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -3.7% | +18.1% | -21.8% | -5.6% |
| 30D | +2.9% | +27.5% | -24.6% | -0.1% |
| 3M | +0.2% | -4.5% | +4.7% | +0.1% |
| 6M | -4.4% | -33.3% | +28.9% | -1.5% |
| YTD | +33.4% | -47.1% | +80.5% | +38.6% |
| 1Y | +40.8% | -43.1% | +83.9% | +44.6% |
| 3Y | +3.2% | -3.0% | +6.2% | -14.9% |
| 5Y | +64.8% | -82.6% | +147.4% | +63.5% |
| 10Y | -16.6% | +103.3% | -119.9% | -54.6% |
| All | -16.6% | +133.0% | -149.6% | -54.6% |
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