+45.8%
SLB vs U
+33.7%
+12.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.6% |
| 7D | +3.5% | +2.6% | +0.9% | +3.6% |
| 30D | +6.5% | +27.6% | -21.0% | +7.2% |
| 3M | -0.2% | +15.3% | -15.6% | +0.3% |
| 6M | -5.7% | +96.4% | -102.1% | -3.9% |
| YTD | +36.8% | +19.6% | +17.3% | +40.2% |
| 1Y | +45.8% | +42.1% | +3.7% | +49.5% |
| All | +45.8% | +33.7% | +12.1% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling