+39.8%
SLB vs RUN
-46.9%
+86.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -3.7% | +18.1% | -21.8% | -4.6% |
| 30D | +2.9% | +27.5% | -24.6% | +1.4% |
| 3M | +0.2% | -4.5% | +4.7% | +0.4% |
| 6M | -4.4% | -33.3% | +28.9% | -1.8% |
| YTD | +33.4% | -47.1% | +80.5% | +35.1% |
| All | +39.8% | -46.9% | +86.7% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling