+139.3%
SLB vs RVMD
+591.3%
-452.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | +2.7% | +38.9% | -36.2% | +0.3% |
| 6M | +22.2% | +108.1% | -86.0% | +15.2% |
| YTD | +51.1% | +160.7% | -109.7% | +39.4% |
| 1Y | +63.3% | +407.3% | -343.9% | +42.0% |
| 3Y | +2.4% | +546.6% | -544.2% | -13.8% |
| 5Y | +139.3% | +579.8% | -440.5% | +95.1% |
| All | +139.3% | +591.3% | -452.0% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling