-4.5%
SLB vs RVTY
+78.0%
-82.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | -0.2% |
| 7D | -7.1% | -1.2% | -5.9% | -6.9% |
| 30D | +4.1% | +1.0% | +3.1% | +3.6% |
| 3M | -2.6% | +35.8% | -38.5% | -10.9% |
| 6M | -8.6% | +56.7% | -65.3% | -20.5% |
| YTD | +32.2% | +60.7% | -28.5% | +13.0% |
| 1Y | +40.7% | +73.7% | -33.0% | +17.0% |
| 3Y | -4.5% | +82.8% | -87.3% | -21.5% |
| All | -4.5% | +78.0% | -82.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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