+2.1%
SLB vs RUN
-38.9%
+41.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | +1.3% | -0.4% | +0.8% |
| 30D | +15.8% | -15.3% | +31.1% | +16.7% |
| 3M | -0.3% | -40.0% | +39.7% | +2.1% |
| 6M | +21.3% | -27.0% | +48.3% | +22.6% |
| YTD | +52.3% | -51.7% | +104.0% | +56.2% |
| 1Y | +63.6% | -45.9% | +109.5% | +66.1% |
| All | +2.1% | -38.9% | +41.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling