-5.8%
SLB vs TROW
+130.0%
-135.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -2.5% | -3.2% | +0.7% | -0.8% |
| 30D | +7.1% | -4.6% | +11.7% | +9.8% |
| 3M | +0.6% | -0.7% | +1.3% | +0.2% |
| 6M | +17.6% | +22.2% | -4.6% | +4.5% |
| YTD | +48.5% | +6.6% | +41.8% | +41.4% |
| 1Y | +59.4% | +5.8% | +53.6% | +51.9% |
| 3Y | -0.4% | +11.6% | -12.0% | -9.7% |
| 5Y | +133.8% | -38.9% | +172.7% | +193.5% |
| All | -5.8% | +130.0% | -135.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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