+201.7%
SLB vs U
-34.9%
+236.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +14.9% | -18.7% | -4.2% |
| 7D | -7.7% | +24.3% | -32.0% | -8.4% |
| 30D | -0.7% | +8.6% | -9.3% | -1.0% |
| 3M | 0.0% | +37.6% | -37.6% | -1.2% |
| 6M | -10.4% | +78.5% | -88.9% | -12.3% |
| YTD | +31.5% | +10.5% | +21.0% | +30.3% |
| 1Y | +39.1% | +15.2% | +23.9% | +37.6% |
| 3Y | -5.7% | +76.6% | -82.3% | -9.9% |
| 5Y | +65.4% | -67.9% | +133.3% | +51.5% |
| All | +201.7% | -34.9% | +236.6% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling