+89.8%
SLB vs RVMD
+636.2%
-546.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -0.7% | -1.1% | -1.8% |
| 30D | +7.8% | +0.3% | +7.5% | +7.6% |
| 3M | +2.7% | +38.9% | -36.2% | -2.2% |
| 6M | +22.2% | +108.1% | -86.0% | +8.4% |
| YTD | +51.1% | +160.7% | -109.7% | +28.2% |
| 1Y | +63.3% | +407.3% | -343.9% | +24.0% |
| 3Y | +2.4% | +546.6% | -544.2% | -28.5% |
| 5Y | +139.3% | +579.8% | -440.5% | +53.2% |
| All | +89.8% | +636.2% | -546.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling