+69.4%
SLB vs RVMD
+525.1%
-455.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.5% |
| 30D | +4.4% | -6.4% | +10.8% | +5.0% |
| 3M | -2.7% | -14.1% | +11.4% | -1.2% |
| 6M | -7.5% | +21.0% | -28.6% | -10.7% |
| YTD | +34.8% | +121.4% | -86.6% | +16.5% |
| 1Y | +44.6% | +167.9% | -123.3% | +21.1% |
| 3Y | +3.2% | +794.7% | -791.5% | -30.6% |
| 5Y | +73.6% | +437.2% | -363.6% | +16.1% |
| All | +69.4% | +525.1% | -455.7% | -17.1% |
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 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