-3.3%
SLB vs RY
+373.9%
-377.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.9% |
| 7D | +0.8% | +3.1% | -2.3% | -2.4% |
| 30D | +15.8% | -0.3% | +16.1% | +15.8% |
| 3M | -0.3% | +8.7% | -9.0% | -9.5% |
| 6M | +21.3% | +28.5% | -7.2% | -8.3% |
| YTD | +52.3% | +25.1% | +27.2% | +18.3% |
| 1Y | +63.6% | +46.3% | +17.3% | +6.9% |
| 3Y | +3.8% | +154.9% | -151.2% | -64.9% |
| 5Y | +128.6% | +140.3% | -11.6% | -18.1% |
| All | -3.3% | +373.9% | -377.3% | -80.2% |
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