+3.2%
SLB vs RVTY
+12.6%
-9.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +15.8% | +13.2% | +2.6% | +12.3% |
| 3M | -0.3% | +27.2% | -27.6% | -6.8% |
| 6M | +21.3% | +32.4% | -11.1% | +11.5% |
| YTD | +52.3% | +34.9% | +17.4% | +38.7% |
| 1Y | +63.6% | +52.4% | +11.2% | +43.5% |
| All | +3.2% | +12.6% | -9.5% | -4.6% |
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