-17.3%
SLB vs URA
+289.1%
-306.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +1.9% | -14.8% | +16.7% | +8.2% |
| 3M | -5.7% | -25.3% | +19.6% | +4.7% |
| 6M | -5.3% | -39.9% | +34.6% | +13.2% |
| YTD | +32.2% | -22.4% | +54.6% | +38.6% |
| 1Y | +38.5% | -29.0% | +67.5% | +49.8% |
| 3Y | +1.1% | +41.0% | -39.8% | -28.0% |
| 5Y | +70.3% | +38.3% | +31.9% | +16.0% |
| 10Y | -17.3% | +276.1% | -293.3% | -71.8% |
| All | -17.3% | +289.1% | -306.3% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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