+2.5%
SLB vs RVMD
+545.7%
-543.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +13.6% | +1.1% | +12.5% | +13.5% |
| 3M | +1.5% | +39.6% | -38.1% | -0.6% |
| 6M | +23.0% | +110.7% | -87.7% | +16.9% |
| YTD | +51.2% | +160.3% | -109.1% | +40.9% |
| 1Y | +63.5% | +404.9% | -341.4% | +43.1% |
| 3Y | +2.5% | +545.5% | -542.9% | -12.9% |
| All | +2.5% | +545.7% | -543.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling