-17.2%
SLB vs RUN
-23.6%
+6.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.5% |
| 7D | -7.1% | +33.4% | -40.5% | -9.9% |
| 30D | +4.1% | +31.1% | -27.1% | +0.9% |
| 3M | -2.6% | +6.4% | -9.0% | -3.8% |
| 6M | -8.6% | -22.2% | +13.7% | -7.5% |
| YTD | +32.2% | -45.8% | +78.0% | +36.7% |
| 1Y | +40.7% | -51.1% | +91.8% | +46.3% |
| 3Y | -4.5% | -3.0% | -1.5% | -19.3% |
| 5Y | +66.4% | -82.2% | +148.6% | +63.3% |
| 10Y | -15.1% | +111.9% | -127.0% | -44.3% |
| All | -17.2% | -23.6% | +6.4% | -44.7% |
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 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