-4.6%
SLB vs RUN
-31.9%
+27.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | +1.3% | -0.4% | +0.7% |
| 30D | +15.8% | -15.3% | +31.1% | +17.5% |
| 3M | -0.3% | -40.0% | +39.7% | +4.2% |
| 6M | +21.3% | -27.0% | +48.3% | +23.7% |
| YTD | +52.3% | -51.7% | +104.0% | +60.0% |
| 1Y | +63.6% | -45.9% | +109.5% | +68.1% |
| 3Y | +3.8% | -43.8% | +47.5% | -6.4% |
| 5Y | +128.6% | -80.5% | +209.1% | +119.6% |
| 10Y | -3.1% | +45.3% | -48.3% | -34.8% |
| All | -4.6% | -31.9% | +27.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling