+91.4%
SLB vs RVMD
+644.5%
-553.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +15.8% | +6.4% | +9.4% | +14.7% |
| 3M | -0.3% | +34.9% | -35.2% | -4.6% |
| 6M | +21.3% | +107.6% | -86.2% | +7.8% |
| YTD | +52.3% | +163.7% | -111.4% | +29.0% |
| 1Y | +63.6% | +439.2% | -375.6% | +23.0% |
| 3Y | +3.8% | +499.2% | -495.4% | -26.5% |
| 5Y | +128.6% | +621.7% | -493.1% | +44.0% |
| All | +91.4% | +644.5% | -553.1% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling