-8.6%
SLB vs RUN
-25.9%
+17.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.6% |
| 7D | -7.1% | +33.4% | -40.5% | -5.6% |
| 30D | +4.1% | +31.1% | -27.1% | +5.6% |
| 3M | -2.6% | +6.4% | -9.0% | -2.3% |
| 6M | -8.6% | -22.2% | +13.7% | -6.7% |
| All | -8.6% | -25.9% | +17.4% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling