+76.4%
SLB vs RVTY
-15.1%
+91.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +6.5% | +1.5% | +5.0% | +6.0% |
| 3M | -0.2% | +31.5% | -31.7% | -6.3% |
| 6M | -5.7% | +62.7% | -68.4% | -16.1% |
| YTD | +36.8% | +60.0% | -23.1% | +21.5% |
| 1Y | +45.8% | +65.7% | -19.9% | +28.4% |
| 3Y | +3.4% | +85.2% | -81.8% | -10.7% |
| All | +76.4% | -15.1% | +91.5% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling