-4.5%
SLB vs RUN
-8.7%
+4.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.5% |
| 7D | -7.1% | +33.4% | -40.5% | -8.5% |
| 30D | +4.1% | +31.1% | -27.1% | +2.5% |
| 3M | -2.6% | +6.4% | -9.0% | -3.2% |
| 6M | -8.6% | -22.2% | +13.7% | -7.9% |
| YTD | +32.2% | -45.8% | +78.0% | +34.5% |
| 1Y | +40.7% | -51.1% | +91.8% | +43.5% |
| 3Y | -4.5% | -3.0% | -1.5% | -12.7% |
| All | -4.5% | -8.7% | +4.2% | -12.7% |
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