-17.1%
SLB vs URA
+278.3%
-295.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -1.2% |
| 7D | -7.1% | -4.1% | -3.0% | -5.6% |
| 30D | +4.1% | -19.0% | +23.1% | +12.7% |
| 3M | -2.6% | -25.1% | +22.5% | +7.9% |
| 6M | -8.6% | -44.5% | +35.9% | +12.9% |
| YTD | +32.2% | -24.3% | +56.5% | +40.1% |
| 1Y | +40.7% | -28.1% | +68.8% | +51.2% |
| 3Y | -4.5% | +40.7% | -45.2% | -32.2% |
| 5Y | +66.4% | +35.5% | +30.9% | +14.2% |
| All | -17.1% | +278.3% | -295.4% | -71.3% |
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