-17.1%
SLB vs RY
+360.6%
-377.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.9% |
| 7D | -7.1% | -0.9% | -6.2% | -6.4% |
| 30D | +4.1% | +5.9% | -1.8% | -2.2% |
| 3M | -2.6% | -4.3% | +1.6% | +1.3% |
| 6M | -8.6% | +12.1% | -20.7% | -20.1% |
| YTD | +32.2% | +20.3% | +11.9% | +6.7% |
| 1Y | +40.7% | +41.0% | -0.4% | -4.6% |
| 3Y | -4.5% | +157.5% | -162.1% | -68.1% |
| 5Y | +66.4% | +123.2% | -56.8% | -35.5% |
| All | -17.1% | +360.6% | -377.7% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling